Dynamic Sparse State Estimation Using ℓ1-ℓ1 Minimization: Adaptive-rate Measurement Bounds, Algorithms and Applications

We propose a recursive algorithm for estimating time-varying signals from a few linear measurements. The signals are assumed sparse, with unknown support, and are described by a dynamical model. In each iteration, the algorithm solves an ℓ1-ℓ1 minimization problem and estimates the number of measurements that it has to take at the next iteration. These estimates are computed based on recent theoretical results for ℓ1-ℓ1 minimization. We also provide sufficient conditions for perfect signal reconstruction at each time instant as a function of an algorithm parameter. The algorithm exhibits high performance in compressive tracking on a real video sequence, as shown in our experimental results. Index Terms— State estimation, sparsity, background subtraction, motion estimation, online algorithms

Presented at:
40th IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP) 2015, Brisbane, Queensland, Australia, April 19-24, 2015

 Record created 2015-02-16, last modified 2019-03-17

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