Dynamic Compressive Sensing

This thesis presents compressive sensing algorithms that utilize system dynamics in the sparse signal recovery process. These dynamics may arise due to a time-varying signal, streaming measurements, or an adaptive signal transform. Compressive sensing theory has shown that under certain conditions, a sparse signal can be recovered from a small number of linear, incoherent measurements. The recovery algorithms, however, for the most part are static: they focus on finding the solution for a fixed set of measurements, assuming a fixed (sparse) structure of the signal. In this thesis, we present a suite of sparse recovery algorithms that cater to various dynamical settings. The main contributions of this research can be classified into the following two categories: 1) Efficient algorithms for fast updating of L1-norm minimization problems in dynamical settings. 2) Efficient modeling of the signal dynamics to improve the reconstruction quality; in particular, we use inter-frame motion in videos to improve their reconstruction from compressed measurements. Dynamic L1 updating: We present homotopy-based algorithms for quickly updating the solution for various L1 problems whenever the system changes slightly. Our objective is to avoid solving an L1-norm minimization program from scratch; instead, we use information from an already solved L1 problem to quickly update the solution for a modified system. Our proposed updating schemes can incorporate time-varying signals, streaming measurements, iterative reweighting, and data-adaptive transforms. Classical signal processing methods, such as recursive least squares and the Kalman filters provide solutions for similar problems in the least squares framework, where each solution update requires a simple low-rank update. We use homotopy continuation for updating L1 problems, which requires a series of rank-one updates along the so-called homotopy path. Dynamic models in video: We present a compressive-sensing based framework for the recovery of a video sequence from incomplete, non-adaptive measurements. We use a linear dynamical system to describe the measurements and the temporal variations of the video sequence, where adjacent images are related to each other via inter-frame motion. Our goal is to recover a quality video sequence from the available set of compressed measurements, for which we exploit the spatial structure using sparse representations of individual images in a spatial transform and the temporal structure, exhibited by dependencies among neighboring images, using inter-frame motion. We discuss two problems in this work: low-complexity video compression and accelerated dynamic MRI. Even though the processes for recording compressed measurements are quite different in these two problems, the procedure for reconstructing the videos is very similar.