Abstract
We address the problem of sparse signal reconstruction from a few noisy samples. Recently, a Covariance-Assisted Matching Pursuit (CAMP) algorithm has been proposed, improving the sparse coefficient update step of the classic Orthogonal Matching Pursuit (OMP) algorithm. CAMP allows the a-priori mean and covariance of the non-zero coefficients to be considered in the coefficient update step. In this paper, we analyze CAMP, which leads to a new interpretation of the update step as a maximum-a-posteriori (MAP) estimation of the non-zero coefficients at each step. We then propose to leverage this idea, by finding a MAP estimate of the sparse reconstruction problem, in a greedy OMP-like way. Our approach allows the statistical dependencies between sparse coefficients to be modelled, while keeping the practicality of OMP. Experiments show improved performance when reconstructing the signal from a few noisy samples.