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从压缩传感到低秩矩阵恢复:理论与应用

彭义刚 索津莉 戴琼海 徐文立

自动化学报2013,Vol.39Issue(7):981-994,14.
自动化学报2013,Vol.39Issue(7):981-994,14.DOI:10.3724/SP.J.1004.2013.00981

从压缩传感到低秩矩阵恢复:理论与应用

From Compressed Sensing to Low-rank Matrix Recovery:Theory and Applications

彭义刚 1索津莉 2戴琼海 1徐文立1

作者信息

  • 1. 清华大学清华国家信息实验室,清华大学自动化系 北京100084
  • 2. 国家计算机网络应急技术处理协调中心 北京100029
  • 折叠

摘要

Abstract

This paper reviews the basic theory and typical applications of compressed sensing,matrix rank minimization,and low-rank matrix recovery.Compressed sensing based on convex optimization and related matrix rank minimization and low-rank matrix recovery are hot research topics in recent years.They find many important and successful applications in different research fields,including signal processing,recommending system,high-dimensional data analysis,image processing,computer vision and many others.In these real applications,analysis and processing of high-dimensional data are often involved,which needs to utilize the structure of data,such as sparsity or low rank property of the data matrix,sufficiently and reasonably.Although minimization of objective functions like sparsity or matrix rank is NP-hard in the worst case,by optimizing the convex relaxation of the original objective function under certain reasonable assumptions,convex optimization could give the optimal solution of the original problem.Moreover,many efficient convex optimization algorithms could be used for solving the problem and are also applicable to large-scale problems.In this paper,we first review the fundamental theories about compressed sensing,matrix rank minimization,and low-rank matrix recovery.Then,we introduce the typical applications of these theories in image processing,computer vision,and computational photography.We also look into the future work in related research areas.

关键词

压缩传感/矩阵秩最小化/低秩矩阵恢复/凸优化

Key words

Compressed sensing/matrix rank minimization/low-rank matrix recovery/convex optimization

引用本文复制引用

彭义刚,索津莉,戴琼海,徐文立..从压缩传感到低秩矩阵恢复:理论与应用[J].自动化学报,2013,39(7):981-994,14.

基金项目

国家重点基础研究发展计划(973计划)(2010CB731800),国家自然科学基金(61035002,61171119)资助 (973计划)

Supported by National Basic Research Program of China (973 Program)(2010CB731800) and National Natural Science Foundation of China (61035002,61171119) (973 Program)

自动化学报

OA北大核心CSCDCSTPCD

0254-4156

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