Compressive Sensing in Signal Processing: Algorithms and Transform Domain Formulations

Algorithm 1

Matching pursuit.

Input:

 ▸ Measurement matrix A (of size )

 ▸ Measurement vector y (of length )

Output:

 ▸ A signal estimate (of length N)

() , ,

() while halting criterion false do

()

()     (max correlation column)

()              (new signal estimate)

()               (update residual)

() end while

() return