Plane Thermoelastic Waves in Infinite Half-Space Caused FACTA UNIVERSITATIS Series: Electronics and Energetics Vol. 30, No 4, December 2017, pp. 477 - 510 DOI: 10.2298/FUEE1704477D ON SOME COMMON COMPRESSIVE SENSING RECOVERY ALGORITHMS AND APPLICATIONS  Anđela Draganić, Irena Orović, Srđan Stanković University of Montenegro, Faculty of Electrical Engineering, Podgorica, Montenegro Abstract. Compressive Sensing, as an emerging technique in signal processing is reviewed in this paper together with its common applications. As an alternative to the traditional signal sampling, Compressive Sensing allows a new acquisition strategy with significantly reduced number of samples needed for accurate signal reconstruction. The basic ideas and motivation behind this approach are provided in the theoretical part of the paper. The commonly used algorithms for missing data reconstruction are presented. The Compressive Sensing applications have gained significant attention leading to an intensive growth of signal processing possibilities. Hence, some of the existing practical applications assuming different types of signals in real-world scenarios are described and analyzed as well. Key words: compressive sensing, optimization algorithms, sampling theorem, under- sampled data 1. THE BASIC COMPRESSIVE SENSING CONCEPTS Continuous time, bandlimited signals, sampled according to the Shannon-Nyquist sampling theorem, may produce a large number of samples to be further processed. Having in mind that the signal samples are acquired at the rate being at least twice the maximal signal frequency, the conventional sampling may be inefficient, especially in applications dealing with the high-frequency signals. Also, a large number of sensors required for acquisition may lead to large power consumption. Hence, the compression arises as a necessary step in conventional signal processing. Most of the signals we are dealing with contain redundant information, and this fact is exploited during the compression step. The compression discards certain percent of the samples in the sparse transformation domain, assuming that the majority of samples are insignificant for signal analysis. The fact that most signals exhibit sparsity in certain transformation domain is used in the Compressive Sensing (CS) theory [1]-[12]. Namely, one of the ideas behind the CS was to avoid compression after acquisition and to directly acquire data in the compressed form. In other words, the CS offers the possibility to acquire less data then it Received April 19, 2017 Corresponding author: Anđela Draganić University of Montenegro, Faculty of Electrical Engineering, Džordža Vašingtona bb, 81000 Podgorica Montenegro (e-mail: andjelad@ac.me) 478 A. DRAGANIĆ, I. OROVIĆ, S. STANKOVIĆ is commonly done, but still to be able to reconstruct the entire information afterwards. The missing signal information can also appear as a consequence of omitting samples that are exposed to different kinds of noise or losing some parts of the signal during transmission. These missing samples can be recovered using the CS reconstruction algorithms [7]-[27]. Some of the concepts that are nowadays used within the CS approaches date from the early seventies. The least square solutions, based on the norm minimization, are used by Claerbout and Muir in 1973 [11]. In 1986, Santosa and Symes proposed an application of the ℓ1-norm in recovering sparse spike trains. The ℓ1-minimization of the image gradient - total variation minimization was proposed in 1990s by Rudin, Osher and Fatemi [17] for removing noise from images. In the early 2000s Blu, Marziliano and Vetterli showed that the K-sparse signals can be sampled and recovered by using only 2K parameters. The idea of the CS starts to grow from the moment when it was shown that a small set of non- adaptive measurements can provide exact signal reconstruction, which proved the basic idea behind the data acquisition in the compressed form [3],[4]. Later, in [19], the CS is analyzed in terms of signal recovery when the missing samples are result of signal degradation due to the presence of noise. The influence of the number of missing samples on the spectral signal representation is examined, and the reconstruction procedure is proposed. Our focus in this paper is on the practical applications of the CS approaches. However, there are some specific requirements that are imposed to the measurements in order to be able to apply CS signal reconstruction. Signal sparsity is one of the conditions required in CS approach, and can be satisfied in different domains: time, frequency or time-frequency domains [28]-[48]. This condition is valid for a variety of real-world signals. The other condition is incoherence which will be explained later in the text. There is a large number of CS applications, from those assuming one-dimensional signals to various image processing and video applications. Some of the CS applications are adopted to work in real-time. The constant growth and development in the field of the CS applications aims to reduce the complexity of devices, to speed up the acquisition and transmission procedure and to decrease power consumption. Since CS is used to extract as much as possible information from minimal available data, it is important to highlight its use in biomedicine, especially in Magnetic Resonance Imaging – MRI. By lowering the number of coefficients required for MR image reconstruction, the time of patient exposure to the MR device is reduced, and consequently, the negative influence of the MR device is lower. Another useful application is in radar imaging, where the CS exploits the sparsity in the frequency domain. Furthermore, it is used in communication and network systems, sparse channel estimation, wireless sensor networks (WSNs), in cognitive radios for spectrum sensing, etc. Some of the applications will be described later in the text. 2. MATHEMATICAL BACKGROUND OF A COMPRESSIVE SENSING CONCEPT Assume that we are dealing with the signal x of length N, that is sparse in the transform domain (defined by the direct transformation  ). Then, the vector of acquired samples y can be defined as [1]-[12]: 1 ,y X  (1) On Some Common Compressive Sensing Recovery Algorithms and Applications 479 where matrix Ω is used to randomly under-sample the observed signal and 1 is the inverse transform matrix. The signal sparsity is K, meaning that only K out of N coefficients from the transform domain are non-zero and we assume that only M out of N samples are acquired in the vector y (M<2K). The vector X is the vector of the transform domain coefficients, i.e.: .X x  (2) Different transform domains can be used: discrete Fourier transform domain – DFT [3],[6],[12], discrete cosine transform domain – DCT [3],[6],[12],[46], wavelet domain, Hermite transform domain [48]-[55], time-frequency domain [56], etc. Apart from the sparsity, another important property is incoherence, which enables successful signal reconstruction from a small set of acquired samples. Namely, the measurement matrix Ω should be incoherent with the transform domain matrix  . The coherence between the two matrices represents the highest correlation between any two column/row vectors of the matrices. A measure of correlation between the two matrices is defined as follows [11],[12]: 1, ( ) max , ,k j k j N N      (3) where N is a signal length, Ωk and j are row and column vectors of the matrices Ω and  , respectively. The coherence takes values from the interval: 1 ( ) .N  (4) The value of the coherence is greater if the two matrices are more correlated. In the CS scenario the value of the coherence should be as low as possible. The system of equations (1) can be written as follows: 1 1,M M N Ny A X   (5) where A denotes CS matrix: 1A  . The system is under-determined since it has M equations and N unknowns. Therefore, the optimization techniques are used in order to find an optimal solution for this system. Optimal solution is related to the signal sparsity – the sparsest solution is the optimal one. There are a number of algorithms used to obtain a sparse solution of the system. Some of them are based on the convex optimization [1]-[7],[11],[12]: basis pursuit, Dantzig selector, and gradient-based algorithms. They provide high reconstruction accuracy, but they are computationally demanding. The commonly used and less computationally demanding are greedy algorithms – Matching Pursuit and Orthogonal Matching Pursuit [1]-[6],[8],[12]. Also, recently proposed threshold based algorithms provide high reconstruction accuracy with low computational complexity: (e.g. Iterative Hard Thresholding - IHT, Iterative Soft Thresholding - IST) [1],[6],[13], Automated Threshold Based Iterative Solution [12],[57], Adaptive Gradient-Based Algorithm, [3],[12],[26],[27], etc. 480 A. DRAGANIĆ, I. OROVIĆ, S. STANKOVIĆ 3. COMPRESSIVE SENSING ALGORITHMS The sparsity of the signal can be defined as a number of nonzero elements within a vector. It can be described by using the ℓ0-norm [13]: 0 0 1 1, 0 lim 1 i N N p i p i i x x K        x , (6) and represents the cardinality of the support of x: 0 card{supp( )} K x x . (7) Therefore, the solution of the undetermined system of equations (5), in the cases when the signal x is sparse in the transform domain, can be reduced to the minimization of the ℓ0- norm, i.e.: 0 min subject to X y AX . (8) The ℓ0-norm is not feasible in practice, since small noise in the signal will be assumed as a non-zero sample. Therefore, the ℓ1-norm is commonly used. The optimization problem based on the ℓ1-norm is recast as follows [12],[13]: 1 min subject to X y AX . (9) In the sequel, some of the commonly used algorithms for sparse reconstruction are described. 3.1. Convex optimizations Basis Pursuit and Basis Pursuit Denoising The equation (8) represents a non-convex combinatorial optimization problem. Solution of this problem requires exhaustive searches over subsets of columns of the matrix A. For a K-sparse signal of length N, the total number of K-position subsets is N K       , which is not computationally feasible. Other approach solves a convex optimization problem through linear programming, which is computationally more efficient. Commonly used convex optimization algorithms are: Basis Pursuit, Basis Pursuit De-Noising (BPDN), Least Absolute Shrinkage and Selection Operator (LASSO), Least Angle Regression (LARS), etc. The approach based on the convex ℓ1-minimization that provides near optimal solution, can be defined as: 1 min subject to X y AX . (10) This approach is known as a Basis Pursuit (BP) [6],[12]. It aims at decomposing a signal into a superposition of dictionary elements that have the smallest ℓ1-norm of the coefficients. BP can be solved by using a primal-dual interior point method. The problem (10) can be recast as follows, in the case of real y, A and X [12]: min , subject to ,t t t tX y AX    , (11) On Some Common Compressive Sensing Recovery Algorithms and Applications 481 where variable t is introduced to avoid absolute value in 1 1 N ii X X . The steps of the primal-dual interior point method are described within the Algorithm 1. In the cases of noisy measurements, y=AX+n, where n denotes noise and 2 n  , the optimization problem is known as Basis Pusuit Denoising (BPD) and is defined as [6]: 1 2 min subject to - X y AX  (12) Algorithm 1: Primal-dual interior point method  Set 0 T X X A y  , for the known measurement vector y.  Set  max0t   X X0 0 . Parameters γ and λ are user-defined.  The next step is forming a Lagrangian function: 1 1 , , , , ( ) ( ) , where 0 0 0 0 0 0 0 0 t t t g f t g t t t t X X X AX y X X X X                  1 1 0 0 0 0 g t t A X X           .  Update each argument of the Lagrangian function by step direction (Δ) and step length (u). Step directions for the Algorithm 1 are obtained by finding the first derivatives of Λ in terms of its arguments. Step lengths are calculated using the backtracking line search [12]. For example, a new value for X is obtained as X=X+u(ΔX). Adaptive gradient based algorithm Adaptive gradient based algorithm proposed in [26], belongs to the group of convex optimization approaches. It starts from the chosen initial values of the available signal samples. The initial value is iteratively changed for +Δ and –Δ, and the concentration improving is measured in the sparsity domain. The gradient vector, used to update the signal values, is obtained as a difference between the ℓ1-norms of the vectors changed for +Δ and changed for –Δ. This gradient value is used to update the values of the missing samples. The performance of this algorithm can be efficient even for the signals that are not strictly sparse. The algorithm for both 1D and 2D cases is summarized in the Algorithm 2. 3.2. Greedy algorithms The greedy algorithms represent the second group of algorithms used to obtain the sparsest solution of the system (5). These algorithms are less computationally complex and therefore much faster compared to the ℓ1-norm based optimization techniques, but are also less precise. The greedy algorithms are based on finding the elements of the transform matrix called dictionary that best matches the signal through iterations. Commonly used greedy algorithms are Matching Pursuit (MP), Orthogonal Matching Pursuit (OMP), Compressive Sampling Matching Pursuit (CoSaMP), etc. The procedure for the OMP algorithm is described within the Algorithm 3. 482 A. DRAGANIĆ, I. OROVIĆ, S. STANKOVIĆ Algorithm 2: Adaptive gradient based algorithm Input: set of the positions of the available samples Ωa and set of the missing samples position: Ωm=N\Ωa; measurement vector y; in the 2D signal case n is: n=(nx,ny)  Set (0) ( ), for ( ) 0, for a m n n n n     y y , and 0k   Set (0)max ( )n y  repeat  set ( )( ) ( )k p n ny y  repeat  1k k   for tN do  if mt then     ( ) 1 2 ( ) ( ) { ( ) }, in the 2D case ( , ) ( ) { ( ) }, denotes 1D DFT or 2D DFT k k X f n f f f X f n           y y ; ( ) 1 1 ( )k t    X X , else  ( )( ) 0k t   end if  ( 1) ( ) ( )( ) ( ) ( )k k kt t t  y y  end for  1 2 2 1 2 2 arccos k k k k k          until 170k   / 10   2 2 ( ) ( ) 1010log ( ) ( ) / ( ) m m k k pn n R n n n     y y y until max required precisionR R   return ( ) ( )k ny Output: reconstructed signal ( ) ( )k ny Algorithm 3: Orthogonal matching pursuit  Input: Compressive sensing matrix A=Ωℑ , measurement vector y  Initialization of the variables:  initial residual r0=y; initial solution x0=0; matrix of chosen atoms ϒ0=[].  Do following steps until the stopping criterion is met:  arg max ,1 1,..., n n i i M r A    - finding maximum correlation column  1 nn n  A    - update matrix of chosen atoms  2 arg min 1 1 2n n n nx r x x    - solving least square problem  1n n n nr r x  - residual update  n=n+1  Output: XP and rP, where P denotes number of iterations. On Some Common Compressive Sensing Recovery Algorithms and Applications 483 3.3. Threshold based algorithms Iterative hard and soft thresholding Thresholding algorithms are based on an adaptive threshold applied within several iterations. They are much faster than algorithms based on convex relaxation. An iteration can be described in terms of threshold function as [1],[6],[11],[13]: 1T ( ( ))i ix f X  . (13) The thresholding function is denoted as Tε, while f is the function that modifies the output of the previous iterate and X is a sparse vector. The signal can be recovered from its measurement by using hard or soft thresholding. Therefore, there are two types of iterative thresholding algorithms: iterative hard thresholding (IHT) and iterative soft thresholding (IST). IHT algorithm sets all but the K largest components, in terms of signal X magnitudes, to zero. The hard thresholding function HK is defined as [6],[11],[13]: , ( ) 0, otherwise i i K X X H      X  . (14) The ε is the K largest component of X [6]. The algorithm is summarized within the Algorithm 4 [11]. Soft thresholding function is applied to each element of the vector X and is defined as [6]: , ( ) 0, . , i i i i X S X X X                X X (15) Algorithm 4: Iterative hard thresholding Input: signal sparsity K, transform matrix ℑ , measurement matrix Ω, CS matrix 1 A , measurement vector y Output: an approximation of the signal X 0 0X for i=1,…, until stopping criterion is met do  1 1( )T i K i iH    X X A y AX end for return iX X Automated threshold based solution A non-iterative and iterative threshold based solutions for sparse signal reconstruction are proposed in [98]. The proposed solutions are based on the model of noise appearing as a consequence of missing samples. By using a predefined probability of error P, a general threshold T that separates signal components from spectral noise in the transform domain is defined. 484 A. DRAGANIĆ, I. OROVIĆ, S. STANKOVIĆ Algorithm 5: Automated threshold based iterative solution Input: M, N, y=x(Ωa), Ωa={n1,…,nM},  , Φ,  A , N  . o Set k = ; for i=1 : i=i+1: until all components are detected o Calculate variance: 2 2 1 ( ) 1 M i N M y i M N M       ; o For a given P calculate:  2 1/log 1 ( ) NT P T   ; o Calculate the initial DFT vector Xi: 1( )i  X y ; o Update set k: arg{ / }i T N  k k X ; o Calculate   1 H  F = A A Ay ; (CS matrix A contains rows defined by the set k, and M columns of the DFT matrix) o Update y: 2 : = ( ) - ( ) ak j N ak X k e     k y x ; o Update the initial DFT vector X according to the new vector y; o Update 22 /A M y and 2 2 1 N M A M N     ; o If 2 2 N A  break ; end for The algorithm uses DFT as a domain of sparsity but the same concept can be applied to other transform domains. This approach can provide successful signal x reconstruction within a single iteration of the reconstruction algorithm. However, if the number of available samples M is very low, the iterative version of the algorithm is derived as well, updating the threshold value. If the inputs of the algorithm are vector of the M available samples y, signal length N, set of the available samples positions Ωa={n1,…,nM}, transform and measurement matrices  and Φ, CS matrix  A and Gaussian noise variance ζN, then the iterative version can be described using the Algorithm 5. 4. CS APPLICATIONS The CS theory stating that the compressible signals can be efficiently reconstructed using a small set of incoherent measurements, motivated the researchers to explore possible fields of applications. Having in mind that many real-world signals satisfy the sparsity property, the applications ranges from the speech and audio signals [58]-[61], radar and communications [62]-[83], underwater, acoustic and linear frequency modulated signals [84]-[86], image reconstruction [87]-[98], biomedical applications [98]-[101], etc. The review of CS applications for different 1D signals, images and video data will be addressed in the sequel. On Some Common Compressive Sensing Recovery Algorithms and Applications 485 4.1. CS devices (analog to information, single pixel camera, random lens imager) Let us firstly consider some of the hardware devices that are based on the CS principles. (A) Duarte et al. in [102] proposed single pixel camera concept. This CS camera architecture is an optical computer, composed of a Digital Micromirror Device - DMD, two lenses and a single photon detector. It also contains an analog-to-digital (A/D) converter that computes random linear measurements of the scene under view. The image is recovered from the acquired measurements by a digital computer. Compared to the conventional silicon-based cameras, single pixel camera is a simpler, smaller, and cheaper and can operate efficiently across a much broader spectral range. (B) Fergus et al. in [103] developed a random lens imaging technique. The technique uses a normal Digital single-lens reflex - DSLR camera, whose lens is replaced with a transparent material. The mirrors in this material are randomly distributed. The authors modified a Pentax stereo adapter in order to make one of the mirrors have a random reflective surface. The CS measurements are in the form of images, obtained using this system. The new camera set-up has to be calibrated, in order to reconstruct the original image. (C) Trakimas et al. in [104] proposed the design and implementation of an analog-to- information converter (AIC). The presented AIC is designed in a way that can sample at the Nyquist rate, but has also the CS operation mode. This design shows minimal complexity compared to conventional Nyquist rate sampling architectures. When dealing with signals with sparse frequency representation, this design has increased power efficiency of the sampling operation. To generate the pseudorandom sequence, a PN clock generator is used and it can be configured to provide a synchronous clock signal when Nyquist sampling is required. 4.2. CS in biomedical applications CS finds usage in numerous biomedical applications, such as in Magnetic Resonance Imaging (MRI) [105]-[108], then electroencephalography (EEG), electrocardiography (ECG), electrooculography (EOG) and electromyography (EMG) signals, [109]-[120], etc. Some of the specific biomedical applications are given in the sequel. (A) Lowering the time of patient exposition to the harmful MR waves was the primary motivation of CS usage in MRI. However, the MR acquisition time is proportional to the dimensionality of the MR dataset, i.e., the number of spatial frequencies acquired. Scan time can be reduced by lowering the amount of data acquired, but still it has to be able to recover the whole information. (B) Lustig et al. in [98] implemented CS approach for rapid MRI imaging. Sparsity of the MRI in the transform domain is exploited for achieving two goals: reducing the scan time and improving the resolution of the observed fast spin-echo brain images and 3D contrast enhanced angiographs. The non-linear conjugate gradient solution is used for the optimization problem solving. The problem is in the form: 2 12 arg min ,u     x x y x (16) where x is the image of interest,  is an operator that transforms signal from pixel representation into sparse representation, u is an undersampled Fourier transform, y 486 A. DRAGANIĆ, I. OROVIĆ, S. STANKOVIĆ denotes measured k-space (e.g. frequency space) data from the scanner and  is a regularization parameter. The conjugate gradient procedure is described in detail in [98]. (C) Bioucas-Dias et al. introduced TwIST: Two-Step Iterative Shrinkage/ Thresholding Algorithms for Image Restoration [101]. This algorithm is introduced as an improved version of the Iterative Shrinkage Thresholding Algorithm (IST) – to overcome the problem of its slow convergence in the cases when the measurement matrix A is ill-posed or ill-conditioned. The optimization problem is well-posed if ? has a solution, if a solution is unique and the solution changes continuously on the data [121]. Otherwise, the problem is ill-posed. If small perturbation of the y in the problem y=AX leads to large perturbation of the solution, the problem is ill-conditioned [121]. The algorithm is successfully applied on image deconvolution problems, as well as reconstruction of the images with missing samples. Considering the system of equations y=AX, the t-th iteration of the TwIST algorithm can be defined as follows: 1 0 1 1 ( ), (1 ) ( ) ( ),t t t t G G X X X X X X             (17) where μ and δ are nonzero parameters. The starting value for the vector X, X0, can be user-defined or X0=A -1 y. Function Gη is defined by using denoising operator Ψη as: ( ) ( ( )),TG    X X A y AX (18) where 21( ) arg min ( ) / 2regv X X y AX      and Φreg(X) is a regularization function. The application of the TwIST algorithm in MRI reconstruction is shown. Fig. 1 shows an example of MRI reconstruction when only 2% of the image samples are available. The samples are acquired from the 2D DFT domain using a mask. The mask is formed of radial lines and placed around the origin. The TV regularization is done according to [101]. The original image, mask and the reconstructed image are shown in Fig. 1. Original Estimate 100 200 300 400 500 100 200 300 400 500 a) b) c) Fig. 1 a) Original image; b) Mask in the 2D DFT domain; c) Image reconstructed from available samples (2% of the total number of samples) (D) Trzasko and Manduca in [122] proposed a method for under-sampled MR images recovering by using homotopic approximation of the ℓ0-norm. It is shown that the computed local minima of the homotopic ℓ0-minimization problem allows very highly undersampled K-space image reconstruction. The optimization problem can be defined starting from the relation: On Some Common Compressive Sensing Recovery Algorithms and Applications 487 0 arg min subject to = , u u u u f    (19) where Ψ is wavelet, curvelet, etc. operator, Φ is Fourier sampling operator and f is the continuous signal. If the ℓ0 semi norm is replaced with the ℓ1 norm, as proposed by Candes and Donoho [122], the optimization problem can be recast as: 2 1 2 arg min subject to ,n u u u u f      (20) where measured data fn is noisy and ε denotes the statistic of the noise process. Chartrand [122] proposed an alternative to the ℓ0 semi norm that provides better sampling bounds compared to the ℓ1 and that is computationally feasible. He proposed the usage of the ℓp semi norms (00 is a regularization parameter. If we are dealing with an invertible transform Ψ then the problem (57) can be defined as follows: 1arg min ( , , ) ( )f g   X X X y X (59) where X denotes the video or single video frame in the transform domain. Greedy algorithms are used for the unconstrained problems. They are based on iterative constructing a sparse set of non-zero transform coefficients and finding solution of the minimization problem 2 1 2 - X y . The minimization problem solution can be 500 A. DRAGANIĆ, I. OROVIĆ, S. STANKOVIĆ found using the following greedy algorithms: OMP, regularized OMP (ROMP) and stagewise OMP (StOMP), CoSaMP [133]. (B) A new approach for estimation of the motion parameters in compressive sensed video sequences under a reduced number of randomly chosen video frames is proposed in [134]. The method focuses on the velocity estimation and combines sparse reconstruction algorithms with time-frequency analysis, applied to μ-propagation signal. The μ- propagation maps the video frames sequence into the frequency modulated signal, or into the high nonlinear phase signal. If a video frame at the instant t is defined as: ( , , ) ( , ) ( , )F x y t p x y o x y    , (60) where Δx=x-x0-bxt, Δy=y-y0-byt, o(x,y) denotes the moving object, p is background, (x0,y0) denote an initial object position and (bx,by) is the velocity. The projection of the frame onto the x-axis is defined as: ( , ) ( , ) ( , ) ( , ) ( ) ( ) y y y R x t F x y p x y o x y P x O x          . (61) Finding derivative of the R(x,t) with respect to t and assuming the constant background, the following signal is obtained: ( , ) ( ) ( ) ( , 1) ( , )x R x t O x R x b R x t R x t t x            . (62) The velocity estimation is done by applying the TF analysis to the signal in the form: ( ) ( ) j x x m t R x e   , (63) having in mind that the instantaneous frequency corresponds to the moving object velocity. As TF representation, the S-method can be used since it provides cross-terms free representation and is more suitable in the noisy signal cases. It is defined based on the STFT as: *( , ) ( , ) ( , ) L M i L S t f STFT t f j STFT t f j      , (64) where L is the S-method window width, while the STFT(t,f) is defined as the FT of the windowed signal m(t), with window function w(η): ( , ) ( ) ( ) jSTFT t f w m t e       . The CS is employed to reduce the number of frames required for the IF estimation. In other words, the CS is used to assure motion parameters estimation from an incomplete set of frames. If the subset of frame is denoted as S, S(x,y,ts)⸦F(x,y,t), where only M frames are acquired, ts={t1,…,tM}, then the μ propagation vector will contain small number of samples, i.e. we will have signal m(ts). For each windowed signal part used for the STFT calculation, we have the measurement vector y(tsi): ( ) ( ) ( ),si si si sy t w m t t t     , (65) instead of desired vector x(t)=w(η)m(t+η). The FT of the vector y(tsi) will produce low resolution in the STFT, and therefore, the CS is used in this step to recover missing samples in the vector y(tsi) and improve the resolution. If we denote the desired signal as On Some Common Compressive Sensing Recovery Algorithms and Applications 501 x, measurement vector as y, the measurement and transform matrices as Φ and  respectively, then the relation follows:   y x = X = AX , (66) where X corresponds to the STFT coefficients at certain available time instant tsi. To find x or its spectral representation X from an incomplete measurement vector y, the following optimization problem can be used: 1 min subject to X y AX , (67) performed for each available time instant. a) frames Initial SM 50 100 150 50 100 150 frames CS-based SM 50 100 150 50 100 150 b) c) 0 50 100 150 200 60 80 100 120 0 50 100 150 200 60 80 100 120 d) e) Fig. 10 a) Several frames from the observed video sequence; b) Initial S-method of variable µ-propagation vector; c) CS based S-method of variable µ-propagation vector; Velocity estimation using: d) initial S-method and e) CS based S-method The results obtained by using real video sequence are shown in Fig. 10. The percentage of the available frames is 40%, due to the compressive acquisition. The moving of metronome’s pendulum is observed and some of the frames from the video sequence are shown in Fig. 10a. The S-method of the μ-propagation vector calculated using the available samples, is shown in Fig. 10b, while the CS-based S-method is shown in Fig. 10c. The corresponding velocity estimations graphs are shown in Fig. 10e and f. It is shown that the initial S-method produces error in velocity estimation, while precise results are obtained by using the CS- based method. 502 A. DRAGANIĆ, I. OROVIĆ, S. STANKOVIĆ 4.6. CS in watermarking (A) Data protection in terms of CS has been discussed in [136]-[141]. Fakhr in [137] proposed a watermark embedding and recovery technique based on the CS framework, tested under MP3 compression. The sparsity of both, the host and the watermark signal is assumed. The watermark is embedded into the measurement vector y. If we denote signal with x, transform domain matrix as  , a sparse signal b as watermark of length L, then the random watermark creation is described as: , w b (68) where ΩM×L is the random Gaussian matrix, and M is the measurement vector length. Matrix Ω is used for random expansion of the sparse vector b. The embedding is done as follows:    y x a b , (69) resulting in watermarked measurement vector. Embedding strength a is adapted for each frame of the audio signal as: 2 1 0.04 , M i i    a X X x . The advantage of the proposed method is that, in order to recover the clean signal, the optimization problem has to be solved and thus, matrix Ω has to be known. In this paper, for the optimization problem solving three methods are used: Direct Justice Pursuit, Multiplying by the Inverse of Ω and Multiplying by the annihilator of Ω. (B) An image watermarking procedure in the CS scenario is proposed in [139]. The randomly chosen pixels that serve as CS measurements are used to bring the watermark. The image is firstly divided into the blocks and measurements are selected from each block. Samples are taken from the space domain, while the image sparsity is assumed in the DFT domain. If we denote the N×N image block as Ij, vector of measurements for j-th block as yj, Tj vector of transform domain coefficients (DFT) of the block Ij,  as the Fourier transform matrix and Ωj as the measurement matrix for the block j, then the measurement vector is defined as: j j j j j    y I T . (70) The watermarked measurement vector jy is obtained as follows: j jj  y y , (71) where μ denotes watermark strength and ω is M×1 watermark vector (M denotes the number of measurements). The vector of watermarked coefficients is used to recover the image according to the total variation optimization: min ( ) subject toj j j jTV    T T y T . (72) The reconstructed image block IRj is obtained as Rj j I T . Watermark detection is based on using the standard correlator that requires measurement matrix Ωj to be known: ( ) i ii D   y . (73) On Some Common Compressive Sensing Recovery Algorithms and Applications 503 The procedure is tested on 256×256 image, divided into 16×16 block. From each block, 50% of the pixels is randomly chosen and serve as a measurement in the reconstruction process, and carry watermark as well. The results are shown in Fig. 11. PSNR between original and watermarked/reconstructed image is 31.79 dB. Original image Reconstructed image 500 1000 1500 2000 2500 -2 0 2 4 6 8 10 x 10 -3 Right keys Wrong trials Fig. 11 a) Original image; b) Watermarked and reconstructed image; c) Detector responses for 25 right keys and 2500 wrong trials (100 wrong trials for each right key) 5. CONCLUSION The paper focuses on the Compressive Sensing, as an approach that records an intensive development in signal processing in recent years. An overview of the Compressive Sensing applications and commonly used algorithms for reconstruction of the signals with missing data is given. Algorithms for the reconstruction of both, 1D and 2D signals, are described in the paper. The paper covers the applications starting from the radar signal processing, communications, biomedical signals and image reconstruction, through natural image reconstruction, velocity estimation in video signal processing, CS-based protection of the digital data and hardware devices designed based on the CS principles. Experimental results are provided in order to show the performance of the presented algorithms and approaches. 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