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In this work, we consider a general form of noisy compressive sensing (CS) when there is uncertainty in the measurement matrix as well as in the measurements. Matrix uncertainty is motivated by practical cases in which there are imperfections or unknown calibration parameters in the signal acquisition hardware. While previous work has focused on analyzing and extending classical CS algorithms like the LASSO and Dantzig selector for this problem setting, we propose a new algorithm whose goal is either minimization of mean-squared error or maximization of posterior probability in the presence of these uncertainties. In particular, we extend the Approximate Message Passing (AMP) approach originally proposed by Donoho, Maleki, and Montanari, and recently generalized by Rangan, to the case of probabilistic uncertainties in the elements of the measurement matrix. Empirically, we show that our approach performs near oracle bounds. We then show that our matrix-uncertain AMP can be applied in an alternating fashion to learn both the unknown measurement matrix and signal vector. We also present a simple analysis showing that, for suitably large systems, it suffices to treat uniform matrix uncertainty as additive white Gaussian noise.

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