Compressive parameter estimation via K-median clustering

Abstract

Compressive sensing (CS) has attracted significant attention in parameter estimation tasks, where parametric dictionaries (PDs) collect signal observations for a sampling of the parameter space and yield sparse representations for signals of interest when the sampling is dense. While this sampling also leads to high dictionary coherence, one can leverage structured sparsity models to prevent highly coherent dictionary elements from appearing simultaneously in the recovered signal. However, the resulting approaches depend heavily on the careful setting of the maximum allowable coherence; furthermore, their guarantees are not concerned with general parameter estimation performance. We propose the use of earth mover’s distance (EMD), as applied to a pair of true and estimated PD coefficient vectors, to measure the parameter estimation error. We formally analyze the connection between the EMD and the parameter estimation error and show that the EMD provides a better-suited metric for parameter estimation performance than the Euclidean distance. Additionally, we analyze the previously described relationship between K-median clustering and EMD-optimal sparse approximation and leverage it to develop improved PD-based parameter estimation algorithms. Numerical experiments verify our theoretical results, showing that the proposed compressive parameter estimation algorithms have performance similar to state-of-the-art algorithms while featuring simpler implementation and broader applicability.