Sparse-based estimation performance for partially known overcomplete large-systems

Guillaume Bouleux (1) , Remy Boyer (2)

1 DISP - Décision et Information pour les Systèmes de Production
2 L2S - Laboratoire des signaux et systèmes

We assume the direct sum A ⊕ B for the signal subspace. As a result of post-measurement, a number of operational contexts presuppose the a priori knowledge of the L B-dimensional "interfering" subspace B and the goal is to estimate the L A amplitudes corresponding to subspace A. Taking into account the knowledge of the orthogonal "interfering" subspace B ⊥, the Bayesian estimation lower bound is derived for the L A-sparse vector in the doubly asymptotic scenario, i.e. N, L A , L B → ∞ with a finite asymptotic ratio. By jointly exploiting the Compressed Sensing (CS) and the Random Matrix Theory (RMT) frameworks, closed-form expressions for the lower bound on the estimation of the non-zero entries of a sparse vector of interest are derived and studied. The derived closed-form expressions enjoy several interesting features: (i) a simple interpretable expression, (ii) a very low computational cost especially in the doubly asymptotic scenario, (iii) an accurate prediction of the mean-square-error (MSE) of popular sparse-based estimators and (iv) the lower bound remains true for any amplitudes vector priors. Finally, several idealized scenarios are compared to the derived bound for a common output signal-to-noise-ratio (SNR) which shows the interest of the joint estimation/rejection methodology derived herein.

Mots clés: Overcomplete Bayesian linear model; subspace prior-knowledge; asymptotic estimation performance; large-systems

Domaines: Applications [stat.AP]; Probabilités [math.PR]; Statistiques [math.ST]

Guillaume Bouleux, Remy Boyer. Sparse-based estimation performance for partially known overcomplete large-systems. Signal Processing, 2017, 139, pp.70-74. ⟨10.1016/j.sigpro.2017.04.010⟩. ⟨hal-01514154⟩