Pursuit

How matching pusuit algorithm works

How matching pusuit algorithm works
  1. What is matching pursuit method?
  2. What is orthogonal matching pursuit algorithm?
  3. Does the OMP algorithm achieve global optimality?

What is matching pursuit method?

Matching pursuit is a greedy algorithm that computes the best nonlinear approximation to a signal in a complete, redundant dictionary. Matching pursuit builds a sequence of sparse approximations to the signal stepwise. Let Φ= φk denote a dictionary of unit-norm atoms.

What is orthogonal matching pursuit algorithm?

Abstract—We consider the orthogonal matching pursuit (OMP) algorithm for the recovery of a high-dimensional sparse signal based on a small number of noisy linear measurements. OMP is an iterative greedy algorithm that selects at each step the column, which is most correlated with the current residuals.

Does the OMP algorithm achieve global optimality?

Note that there is no optimality in this searching strategy. The only guarantee is that the norm of the error vector is decreased at every iteration step. In general, there is no guarantee that the algorithm can obtain a solution close to the true one (see, for example, [38]).

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