Compressed Sensing: Theory and Applications

Compressed sensing is a novel research area, which was introduced in 2006, and since then has already become a key concept in various areas of applied mathematics, com-puter science, and electrical engineering. It surprisingly predicts that high-dimensional signals, which allow a sparse representation by a suitable basis or, more generally, a frame, can be recovered from what was previously considered highly incomplete linear measurements by using efficient algorithms. This article shall serve as an introduction to and a survey about compressed sensing. Key Words. Dimension reduction. Frames. Greedy algorithms. Ill-posed inverse problems. `1 minimization. Random matrices. Sparse approximation. Sparse recovery