Algorithm

On the Use of OMP Algorithm to Estimate Sparse Vector

On the Use of OMP Algorithm to Estimate Sparse Vector
  1. What is OMP algorithm?
  2. Does the OMP algorithm achieve global optimality?

What is OMP 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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