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CS理论中观测矩阵的设计遵循的UPP原则
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2010-04-17
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关于CS理论中观测矩阵设计,其中重要的一个原则是UUP,即一致不确定性原理。
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The uniform uncertainty
principle and compressed
sensing
Harmonic analysis and
related topics, Seville
December 5, 2008
Emmanuel Cand´es (Caltech), Terence Tao
(UCLA)
1
Uncertainty principles
A basic principle in harmonic analysis is:
Uncertainty principle: (informal) If a func-
tion f : G → C on an abelian group G is con-
centrated in a small set, then its Fourier trans-
form
ˆ
f :
ˆ
G → C must be “spread out” over a
large set.
There are many results that rigorously capture this sort
of principle.
2
For instance, for the real line G = R, with the standard
Fourier transform
ˆ
f(ξ) =
R
R
f(x)e
−2πixξ
dx, we have
Heisenberg uncertainty principle: If
kfk
L
2
(R)
= k
ˆ
fk
L
2
(R)
= 1, and x
0
, ξ
0
∈ R, then
k(x − x
0
)fk
L
2
(R)
k(ξ − ξ
0
)
ˆ
fk
L
2
(R)
≥
1
4π
. (More
succinctly: (∆x)(∆ξ) ≥
1
4π
.)
Proof: Normalise x
0
= ξ
0
= 0, use the obvious inequality
R
R
|axf(x) + ibf
0
(x)|
2
dx ≥ 0, integrate by parts, and
optimise in a, b.
3
Equality is attained for centred Gaussians
f(x) = ce
−πAx
2
;
ˆ
f(ξ) =
c
√
A
e
−πξ
2
/A
when x
0
= ξ
0
= 0; this example can be translated and
modulated to produce similar examples exist for other
x
0
, ξ
0
.
4
What about for finite abelian groups G, e.g. cyclic
groups G = Z/NZ?
The Pontryagin dual group
ˆ
G of characters ξ : G → R/Z
has the same cardinality as G. For f : G → C, we define
the Fourier transform
ˆ
f :
ˆ
G → C as
ˆ
f(ξ) :=
Z
G
f(x)e(ξ ·x) dx
where e(x) := e
2πix
and dx =
1
|G|
d# is normalised
counting measure.
5
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