Compressed sensing and robust recovery of low rank matrices

Abstract

In this paper, we focus on compressed sensing and recovery schemes for low-rank matrices, asking under what conditions a low-rank matrix can be sensed and recovered from incomplete, inaccurate, and noisy observations. We consider three schemes, one based on a certain Restricted Isometry Property and two based on directly sensing the row and column space of the matrix. We study their properties in terms of exact recovery in the ideal case, and robustness issues for approximately low-rank matrices and for noisy measurements.

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