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M. Lustig, EECS UC Berkeley EE123 Digital Signal Processing Lecture 26 Compressed Sensing

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Page 1: EE123 Digital Signal Processingee123/sp16/Notes/...Lab + Frequency challenge • Lab 4 – Make sure you get good signal -- like the one I recorded – Think of detecting bursts --

M. Lustig, EECS UC Berkeley

EE123Digital Signal Processing

Lecture 26Compressed Sensing

Page 2: EE123 Digital Signal Processingee123/sp16/Notes/...Lab + Frequency challenge • Lab 4 – Make sure you get good signal -- like the one I recorded – Think of detecting bursts --

M. Lustig, EECS UC Berkeley

Lab + Frequency challenge

• Lab 4– Make sure you get good signal -- like the one I recorded– Think of detecting bursts -- a robust method will lead to

good results in the last part• Frequency challenge

– Beacon in 5th floor, around 144.280MHz using 1ppb accurate GPSDO. Accurate up to 1/100 Hz.

– Transmits my callsign in morse code 5 times then 2 minutes break.

– Submit frequency on bcourses by Thursday 04/07– You can only use the rtl-sdr to participate -- no cheating!– Closest submission will win a radio!

Page 3: EE123 Digital Signal Processingee123/sp16/Notes/...Lab + Frequency challenge • Lab 4 – Make sure you get good signal -- like the one I recorded – Think of detecting bursts --

M. Lustig, EECS UC Berkeley

Radios

• https://inst.eecs.berkeley.edu/~ee123/sp16/radio.html

Page 4: EE123 Digital Signal Processingee123/sp16/Notes/...Lab + Frequency challenge • Lab 4 – Make sure you get good signal -- like the one I recorded – Think of detecting bursts --

Compressive Sampling

Q: What is the rate you need to sample at?A: At least Nyquist!

0 TAnything

Page 5: EE123 Digital Signal Processingee123/sp16/Notes/...Lab + Frequency challenge • Lab 4 – Make sure you get good signal -- like the one I recorded – Think of detecting bursts --

Q: What is the rate you need to sample at?A: Maybe less than Nyquist....

Compressive Sampling

0 TSomething

Page 6: EE123 Digital Signal Processingee123/sp16/Notes/...Lab + Frequency challenge • Lab 4 – Make sure you get good signal -- like the one I recorded – Think of detecting bursts --

Images are compressibleStandard approach: First collect, then compress

M. Lustig, EECS UC Berkeley

Image Compression

100110100110100010011101010100110100010001010110101010101011001011101110111010101011011011010100111111

1010001101001101011 Compression

Page 7: EE123 Digital Signal Processingee123/sp16/Notes/...Lab + Frequency challenge • Lab 4 – Make sure you get good signal -- like the one I recorded – Think of detecting bursts --

Medical images are compressibleStandard approach: First collect, then compress

M. Lustig, EECS UC Berkeley

Image Compression

100110100110100010011101010100110100010001010110101010101011001011101110111010101011011011010100111111

1010001101001101011 Compression

Page 8: EE123 Digital Signal Processingee123/sp16/Notes/...Lab + Frequency challenge • Lab 4 – Make sure you get good signal -- like the one I recorded – Think of detecting bursts --

Medical images are compressibleStandard approach: First collect, then compress

M. Lustig, EECS UC Berkeley

Compressed Sensing

100110100110100010011101010100110100010001010110101010101011001011101110111010101011011011010100111111

1010001101001101011 Compression

Sensing

Page 9: EE123 Digital Signal Processingee123/sp16/Notes/...Lab + Frequency challenge • Lab 4 – Make sure you get good signal -- like the one I recorded – Think of detecting bursts --

Medical images are compressibleStandard approach: First collect, then compress

M. Lustig, EECS UC Berkeley

Compressed Sensing

100110100110100010011101010100110100010001010110101010101011001011101110111010101011011011010100111111

1010001101001101011 Compression

Sensing

*Courtesy, M. Uecker, J Frahm Max Planck

*

Page 10: EE123 Digital Signal Processingee123/sp16/Notes/...Lab + Frequency challenge • Lab 4 – Make sure you get good signal -- like the one I recorded – Think of detecting bursts --

Example I: Audio

Raw audio: 44.1Khz, 16bit, stereo = 1378 Kbit/sec

MP3: 44.1Khz, 16bit, stereo = 128 Kbit/sec

10.76 fold!

Page 11: EE123 Digital Signal Processingee123/sp16/Notes/...Lab + Frequency challenge • Lab 4 – Make sure you get good signal -- like the one I recorded – Think of detecting bursts --

Example II: Images

Raw image ( RGB ): 24 bit/pixel

JPEG : 1280x960, normal = 1.09 bit/pixel

22 fold!

Page 12: EE123 Digital Signal Processingee123/sp16/Notes/...Lab + Frequency challenge • Lab 4 – Make sure you get good signal -- like the one I recorded – Think of detecting bursts --

Example III: Videos

Raw Video: (480x360)p x 24b/p x 24fps + 44.1Khz x 16b x 2 = 98,578 Kb/s

MPEG4 : 1300 Kb/s

75 fold!

Page 13: EE123 Digital Signal Processingee123/sp16/Notes/...Lab + Frequency challenge • Lab 4 – Make sure you get good signal -- like the one I recorded – Think of detecting bursts --

CompressionSignal

S p a r s eTransform

Quantization

Entropyencoding

Signal

Almost all compression algorithm use transform coding

mp3: DCT

JPEG: DCT

JPEG2000: Wavelet

MPEG: DCT & time-difference

Page 14: EE123 Digital Signal Processingee123/sp16/Notes/...Lab + Frequency challenge • Lab 4 – Make sure you get good signal -- like the one I recorded – Think of detecting bursts --

Sparse TransformSignal

S p a r s eTransform

Quantization

Entropyencoding

Signal

DCT

Page 15: EE123 Digital Signal Processingee123/sp16/Notes/...Lab + Frequency challenge • Lab 4 – Make sure you get good signal -- like the one I recorded – Think of detecting bursts --

Sparse TransformSignal

S p a r s eTransform

Quantization

Entropyencoding

Signal

DCT

sorted coefficients

Page 16: EE123 Digital Signal Processingee123/sp16/Notes/...Lab + Frequency challenge • Lab 4 – Make sure you get good signal -- like the one I recorded – Think of detecting bursts --

Sparse TransformSignal

S p a r s eTransform

Quantization

Entropyencoding

Signal

Difference

What sparsifying transform would you use here?

Page 17: EE123 Digital Signal Processingee123/sp16/Notes/...Lab + Frequency challenge • Lab 4 – Make sure you get good signal -- like the one I recorded – Think of detecting bursts --

M. Lustig, EECS UC Berkeley

S p a r s i t y &

Compressibility

Page 18: EE123 Digital Signal Processingee123/sp16/Notes/...Lab + Frequency challenge • Lab 4 – Make sure you get good signal -- like the one I recorded – Think of detecting bursts --

not sparsesparse

M. Lustig, EECS UC Berkeley

Sparsity and Noise

*image courtesy of J. Trzasko

*

Page 19: EE123 Digital Signal Processingee123/sp16/Notes/...Lab + Frequency challenge • Lab 4 – Make sure you get good signal -- like the one I recorded – Think of detecting bursts --

M. Lustig, EECS UC Berkeley

Sparsity and Noise

*image courtesy of J. Trzasko

sparse not sparse

*

denoise/separate by threshold

Page 20: EE123 Digital Signal Processingee123/sp16/Notes/...Lab + Frequency challenge • Lab 4 – Make sure you get good signal -- like the one I recorded – Think of detecting bursts --

M. Lustig, EECS UC Berkeley

Page 21: EE123 Digital Signal Processingee123/sp16/Notes/...Lab + Frequency challenge • Lab 4 – Make sure you get good signal -- like the one I recorded – Think of detecting bursts --

M. Lustig, EECS UC Berkeley

Transform Sparsity

not sparse Sparse Edges

Page 22: EE123 Digital Signal Processingee123/sp16/Notes/...Lab + Frequency challenge • Lab 4 – Make sure you get good signal -- like the one I recorded – Think of detecting bursts --

M. Lustig, EECS UC Berkeley

Transform Sparsity and Denoising

sparsenot sparsewavelet transform

low-frequency

high frequency

denoised

DL Donoho, I Johnstone Biometrika 1994;81(3):425-55

Page 23: EE123 Digital Signal Processingee123/sp16/Notes/...Lab + Frequency challenge • Lab 4 – Make sure you get good signal -- like the one I recorded – Think of detecting bursts --

M. Lustig, EECS UC Berkeley

Transform Sparsity and Denoising

sparsenot sparsewavelet transform

denoised

low-frequency

high frequency

DL Donoho, I Johnstone Biometrika 1994;81(3):425-55

Page 24: EE123 Digital Signal Processingee123/sp16/Notes/...Lab + Frequency challenge • Lab 4 – Make sure you get good signal -- like the one I recorded – Think of detecting bursts --

M. Lustig, EECS UC Berkeley

Transform Sparsity and Denoising

wavelet denoising

DL Donoho, I Johnstone Biometrika 1994;81(3):425-55

Page 25: EE123 Digital Signal Processingee123/sp16/Notes/...Lab + Frequency challenge • Lab 4 – Make sure you get good signal -- like the one I recorded – Think of detecting bursts --

M. Lustig, EECS UC Berkeley

More Sparse Transforms

time

posi

tion

posi

tion

temporal frequency

Sparse

not Sparse *Video courtesy of Juan Santos, Heart Vista

Page 26: EE123 Digital Signal Processingee123/sp16/Notes/...Lab + Frequency challenge • Lab 4 – Make sure you get good signal -- like the one I recorded – Think of detecting bursts --

M. Lustig, EECS UC Berkeley

Sparsity and Compression

• Only need to store non-zeros

Page 27: EE123 Digital Signal Processingee123/sp16/Notes/...Lab + Frequency challenge • Lab 4 – Make sure you get good signal -- like the one I recorded – Think of detecting bursts --

M. Lustig, EECS UC Berkeley

From Samples to Measurements

• Shanon-Nyquist sampling–Worst case for ANY bandlimited data

• Compressive sampling (CS)! “Sparse signals statistics can be recovered from a

small number of non-adaptive linear measurements”

–Integrated sensing, compression and processing.–Based on concepts of incoherency between signal and

measurements

Page 28: EE123 Digital Signal Processingee123/sp16/Notes/...Lab + Frequency challenge • Lab 4 – Make sure you get good signal -- like the one I recorded – Think of detecting bursts --

M. Lustig, EECS UC Berkeley

• x∈ℜN is a signal • Make N linear measurements

N N

Traditional Sensing

xy

=

Φ

sensing matrix

NxN

Desktop scanner/ digital camera sensing

Page 29: EE123 Digital Signal Processingee123/sp16/Notes/...Lab + Frequency challenge • Lab 4 – Make sure you get good signal -- like the one I recorded – Think of detecting bursts --

M. Lustig, EECS UC Berkeley

• x∈ℜN is a signal • Make N linear measurements

N N

Traditional Sensing

xy

=

Φ

sensing matrix

NxN

MRI Fourier Imaging

Page 30: EE123 Digital Signal Processingee123/sp16/Notes/...Lab + Frequency challenge • Lab 4 – Make sure you get good signal -- like the one I recorded – Think of detecting bursts --

M. Lustig, EECS UC Berkeley

• x∈ℜN is a signal • Make N linear measurements

N N

Traditional Sensing

xy

=

Φ

sensing matrix

NxN

A “good” sensing matrix is orthogonal

Φ* Φ = I

Arbitrary sensing

Page 31: EE123 Digital Signal Processingee123/sp16/Notes/...Lab + Frequency challenge • Lab 4 – Make sure you get good signal -- like the one I recorded – Think of detecting bursts --

M. Lustig, EECS UC Berkeley

sensing matrix

Compressed Sensing ! ! (Candes, Romber, Tao 2006; Donoho 2006)

• x∈ℜN is a K-sparse signal (K<<N)• Make M (K<M<<N) incoherent linear projections

x

=

Φ

MxNK

sensing matrix

A “good” compressed sensing matrix is incoherent i.e, approximately orthogonal

Φ* Φ ≈ I

Incoherency can preserve information

M

y

Page 32: EE123 Digital Signal Processingee123/sp16/Notes/...Lab + Frequency challenge • Lab 4 – Make sure you get good signal -- like the one I recorded – Think of detecting bursts --

M. Lustig, EECS UC Berkeley

CS recovery

• Given y = Φxfind x

• But there’s hope, x is sparse!

Under-determined

=

Φ xy

Page 33: EE123 Digital Signal Processingee123/sp16/Notes/...Lab + Frequency challenge • Lab 4 – Make sure you get good signal -- like the one I recorded – Think of detecting bursts --

M. Lustig, EECS UC Berkeley

CS recovery

• Given y = Φxfind x

• But there’s hope, x is sparse!

Under-determined

Page 34: EE123 Digital Signal Processingee123/sp16/Notes/...Lab + Frequency challenge • Lab 4 – Make sure you get good signal -- like the one I recorded – Think of detecting bursts --

M. Lustig, EECS UC Berkeley

CS recovery

• Given y = Φxfind x

• But there’s hope, x is sparse!

Under-determined

minimize ||x||2 s.t. y = Φx

WRONG!

Page 35: EE123 Digital Signal Processingee123/sp16/Notes/...Lab + Frequency challenge • Lab 4 – Make sure you get good signal -- like the one I recorded – Think of detecting bursts --

M. Lustig, EECS UC Berkeley

CS recovery

• Given y = Φxfind x

• But there’s hope, x is sparse!

Under-determined

minimize ||x||0 s.t. y = Φx

HARD!

Page 36: EE123 Digital Signal Processingee123/sp16/Notes/...Lab + Frequency challenge • Lab 4 – Make sure you get good signal -- like the one I recorded – Think of detecting bursts --

M. Lustig, EECS UC Berkeley

CS recovery

• Given y = Φxfind x

• But there’s hope, x is sparse!

Under-determined

minimize ||x||1 s.t. y = Φx

need M ≈ K log(N) <<NSolved by linear-programming

Page 37: EE123 Digital Signal Processingee123/sp16/Notes/...Lab + Frequency challenge • Lab 4 – Make sure you get good signal -- like the one I recorded – Think of detecting bursts --

M. Lustig, EECS UC Berkeley

minimum ||x||1 minimum ||x||2

Geometric Interpretation

domain of sparse signals