Unscented compressed sensing

• Main Authors: Carmi, Avishy Y., Mihaylova, Lyudmila., Kanevsky, Dimitri.
• Other Authors: School of Mechanical and Aerospace Engineering
• Format: Conference or Workshop Item
• Language: English
• Published: 2013
• Online Access: https://hdl.handle.net/10356/85297; http://hdl.handle.net/10220/13412
• Institution: Nanyang Technological University

In this paper we present a novel compressed sensing (CS) algorithm for the recovery of compressible, possibly time-varying, signal from a sequence of noisy observations. The newly derived scheme is based on the acclaimed unscented Kalman filter (UKF), and is essentially self reliant in the sense tha...