学习稀疏编码day2-Pursuit Algorithms – Practice

本文为《Sparse and Redundant Representations》第三章笔记,详细介绍了求解稀疏编码X的几种算法,包括正交匹配追赶(OMP)、LS_OMP、MP、weak_MP和阈值算法。重点解析了OMP算法的步骤,它通过寻找最小误差项来逐步构建支持域,并利用最小二乘法更新解,直至满足迭代次数或残差阈值。

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本篇文章是我看《Sparse and Redundant Representations-From Theory to Applications in Signal and Image Processing》书的第三章Pursuit Algorithms – Practice的笔记,是如何求解X的一系列算法正交匹配追赶(OMP)算法,LS_OMP算法,MP算法,weak_MP算法和阈值算法,对公式进行了推导。

A.正交匹配算法(OMP)

 对支持域中所有的j,计算出错误e(j)=min||ajzj-r||,找到一个最小的j0使得对于支持域内的任意j满足e(j0)<e(j)。然后把j0加入支持域中,计算支持域下的最优解(最小二乘法),然后跟新残差,如果迭代次数达到一定值或者残差达到一定的值就停止。

B. MP匹配算法

This textbook introduces sparse and redundant representations with a focus on applications in signal and image processing. The theoretical and numerical foundations are tackled before the applications are discussed. Mathematical modeling for signal sources is discussed along with how to use the proper model for tasks such as denoising, restoration, separation, interpolation and extrapolation, compression, sampling, analysis and synthesis, detection, recognition, and more. The presentation is elegant and engaging. Sparse and Redundant Representations is intended for graduate students in applied mathematics and electrical engineering, as well as applied mathematicians, engineers, and researchers who are active in the fields of signal and image processing. * Introduces theoretical and numerical foundations before tackling applications * Discusses how to use the proper model for various situations * Introduces sparse and redundant representations * Focuses on applications in signal and image processing The field of sparse and redundant representation modeling has gone through a major revolution in the past two decades. This started with a series of algorithms for approximating the sparsest solutions of linear systems of equations, later to be followed by surprising theoretical results that guarantee these algorithms’ performance. With these contributions in place, major barriers in making this model practical and applicable were removed, and sparsity and redundancy became central, leading to state-of-the-art results in various disciplines. One of the main beneficiaries of this progress is the field of image processing, where this model has been shown to lead to unprecedented performance in various applications. This book provides a comprehensive view of the topic of sparse and redundant representation modeling, and its use in signal and image processing. It offers a systematic and ordered exposure to the theoretical foundations of this data model, the numerical aspects of the involved algorithms, and the signal and image processing applications that benefit from these advancements. The book is well-written, presenting clearly the flow of the ideas that brought this field of research to its current achievements. It avoids a succession of theorems and proofs by providing an informal description of the analysis goals and building this way the path to the proofs. The applications described help the reader to better understand advanced and up-to-date concepts in signal and image processing. Written as a text-book for a graduate course for engineering students, this book can also be used as an easy entry point for readers interested in stepping into this field, and for others already active in this area that are interested in expanding their understanding and knowledge.
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