Compressed Sensing and Sparse Recovery
3.0
creditsAverage Course Rating
Sparsity has become a very important concept in recent years in applied mathematics, especially in mathematical signal and image processing, as in inverse problems. The key idea is that many classes of natural signals can be described by only a small number of significant degrees of freedom. This course offers a complete coverage of the recently emerged field of compressed sensing, which asserts that, if the true signal is sparse to begin with, accurate, robust, and even perfect signal recovery can be achieved from just a few randomized measurements. The focus is on describing the novel ideas that have emerged in sparse recovery with emphasis on theoretical foundations, practical numerical algorithms, and various related signal processing applications. Recommended Course Background: Undergraduate linear algebra and probability.