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Compressed sensing (also known as compressive sensing, compressive sampling, or sparse sampling) is a signal processing technique for efficiently acquiring and reconstructing a signal by finding solutions to underdetermined linear systems. This is based on the principle that, through optimization, the sparsity of a signal can be exploited to recover it from far fewer samples than required by the NyquistShannon sampling theorem. There are two conditions under which recovery is possible. The first one is sparsity, which requires the signal to be sparse in some domain. The second one is incoherence, which is applied through the isometric property, which is sufficient for sparse signals. Compressed sensing has applications in, for example, magnetic resonance imaging (MRI) where the incoherence condition is typically satisfied.

== Overview == A common goal of the engineering field of signal processing is to reconstruct a signal from a series of sampling measurements. In general, this task is impossible because there is no way to reconstruct a signal during the times that the signal is not measured. Nevertheless, with prior knowledge or assumptions about the signal, it turns out to be possible to perfectly reconstruct a signal from a series of measurements (acquiring this series of measurements is called sampling). Over time, engineers have improved their understanding of which assumptions are practical and how they can be generalized. An early breakthrough in signal processing was the NyquistShannon sampling theorem. It states that if a real signal's highest frequency is less than half of the sampling rate, then the signal can be reconstructed perfectly by means of sinc interpolation. The main idea is that with prior knowledge about constraints on the signal's frequencies, fewer samples are needed to reconstruct the signal. Around 2004, Emmanuel Candès, Justin Romberg, Terence Tao, and David Donoho proved that given knowledge about a signal's sparsity, the signal may be reconstructed with even fewer samples than the sampling theorem requires. This idea is the basis of compressed sensing.

== History == Compressed sensing relies on

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techniques, which several other scientific fields have used historically. In statistics, the least squares method was complemented by the

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-norm, which was introduced by Laplace. Following the introduction of linear programming and Dantzig's simplex algorithm, the

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-norm was used in computational statistics. In statistical theory, the

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-norm was used by George W. Brown and later writers on median-unbiased estimators. It was used by Peter J. Huber and others working on robust statistics. The

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-norm was also used in signal processing, for example, in the 1970s, when seismologists constructed images of reflective layers within the earth based on data that did not seem to satisfy the NyquistShannon criterion. It was used in matching pursuit in 1993, the LASSO estimator by Robert Tibshirani in 1996 and basis pursuit in 1998. At first glance, compressed sensing might seem to violate the sampling theorem, because compressed sensing depends on the sparsity of the signal in question and not its highest frequency. This is a misconception, because the sampling theorem guarantees perfect reconstruction given sufficient, not necessary, conditions. A sampling method fundamentally different from classical fixed-rate sampling cannot "violate" the sampling theorem. Sparse signals with high frequency components can be highly under-sampled using compressed sensing compared to classical fixed-rate sampling.

== Method ==

=== Underdetermined linear system === An underdetermined system of linear equations has more unknowns than equations and generally has an infinite number of solutions. The figure below shows such an equation system

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{\displaystyle \mathbf {y} =D\mathbf {x} }

where we want to find a solution for

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.

In order to choose a solution to such a system, one must impose extra constraints or conditions (such as smoothness) as appropriate. In compressed sensing, one adds the constraint of sparsity, allowing only solutions which have a small number of nonzero coefficients. Not all underdetermined systems of linear equations have a sparse solution. However, if there is a unique sparse solution to the underdetermined system, then the compressed sensing framework allows the recovery of that solution.

=== Solution / reconstruction method ===