Sequential sensing with model mismatch

We characterize the performance of sequential information guided sensing, Info-Greedy Sensing [1], when there is a mismatch between the true signal model and the assumed model, which may be a sample estimate. In particular, we consider a setup where the signal is low-rank Gaussian and the measuremen...

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Veröffentlicht in:Proceedings / IEEE International Symposium on Information Theory S. 1650 - 1654
Hauptverfasser: Song, Ruiyang, Xie, Yao, Pokutta, Sebastian
Format: Tagungsbericht Journal Article
Sprache:Englisch
Veröffentlicht: IEEE 01.06.2015
Schlagworte:
Compressed sensing
Covariance
Covariance matrices
Detection
Eigenvalues
Eigenvalues and eigenfunctions
Eigenvectors
Entropy
Estimates
Gaussian
high-dimensional statistics
Information theory
Mutual information
Noise measurement
Sensors
sequential methods
sketching algorithms
ISSN:2157-8095, 2157-8117
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Zusammenfassung:We characterize the performance of sequential information guided sensing, Info-Greedy Sensing [1], when there is a mismatch between the true signal model and the assumed model, which may be a sample estimate. In particular, we consider a setup where the signal is low-rank Gaussian and the measurements are taken in the directions of eigenvectors of the covariance matrix Σ in a decreasing order of eigenvalues. We establish a set of performance bounds when a mismatched covariance matrix equation is used, in terms of the gap of signal posterior entropy, as well as the additional amount of power required to achieve the same signal recovery precision. Based on this, we further study how to choose an initialization for Info-Greedy Sensing using the sample covariance matrix, or using an efficient covariance sketching scheme.
Bibliographie:ObjectType-Article-2
SourceType-Scholarly Journals-1
ObjectType-Conference-1
ObjectType-Feature-3
content type line 23
SourceType-Conference Papers & Proceedings-2
ISSN:2157-8095
2157-8117
DOI:10.1109/ISIT.2015.7282736