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Orthogonal Matching Pursuit (OMP) in Compressive Sensing


Orthogonal Matching Pursuit (OMP) in Compressive Sensing

1. Introduction

Compressive Sensing (CS) aims to recover a sparse signal from a small number of measurements. In many systems, the measurement process can be expressed as:

y = Q hb + n

where:

  • y: Measurement vector (observed data)
  • Q: Known sensing matrix or dictionary
  • hb: Sparse vector (unknown signal to estimate)
  • n: Noise

Orthogonal Matching Pursuit (OMP) is a greedy algorithm that reconstructs hb by iteratively selecting the columns of Q that best match the measurements y.



2. OMP Algorithm Overview

The OMP process proceeds as follows:

  1. Initialization: Set residual r(0) = y and selected index set S = ∅.
  2. Correlation: Compute correlations of all columns with the current residual:
    ci = qiT r(k)
  3. Select: Choose the column with the maximum absolute correlation:
    i(k+1) = argmax |ci|
  4. Update Support: Add the selected index to the set S.
  5. Least Squares Estimate: Solve for the coefficients of the selected columns:
    hb(k+1) = (Q(S)T Q(S))-1 Q(S)T y
  6. Residual Update:
    r(k+1) = y - Q(S) hb(k+1)
  7. Stopping Criterion: Stop when the residual norm is small or when the desired sparsity level is reached.


3. Example from Slides

Consider the example matrix:

Q = ⎡1 0 1 0 0 1⎤
⎡0 1 1 1 0 0⎤
⎡1 0 1 0 1 0⎤
⎡0 1 0 1 1 1⎤

and measurement vector:

y = [0 2 3 5]T

Iteration 1

  • Compute correlations c = QTy.
  • The column with the largest correlation is q5, so i(1) = 5.
  • Estimate coefficient using least squares with Q(1) = [q5].

Iteration 2

  • Compute new residual r(1) and new correlations.
  • Next selected column: i(2) = 2.
  • Submatrix:
    Q(2) = [q5 q2] = ⎡0 0⎤
    ⎡0 1⎤
    ⎡1 0⎤
    ⎡1 1⎤
  • Compute new coefficients:
    hb(2) = (Q(2)T Q(2))-1 Q(2)T y = [3 2]T

Final Sparse Vector

Ä¥b = [0 2 0 0 3 0]T

The reconstructed signal has only two nonzero elements → the signal is sparse.



4. Interpretation of Q

In this example, the matrix Q is not the actual channel matrix. Rather, it represents how the sparse channel vector is mapped to the received signal. In mmWave MIMO systems:

y = (XT ⊗ WH) (At* ⊗ Ar) hb + n

Here:

  • At – Transmit array response (dictionary of transmit directions)
  • Ar – Receive array response
  • X – Transmit pilot matrix
  • W – Receive combiner matrix

Thus, we define:

Q = (XT ⊗ WH) (At* ⊗ Ar)

Therefore, Q depends on the beamforming and pilot structure, not on the channel itself. The channel is represented by hb, which is sparse in the beamspace domain.



5. Summary

QuantityMeaning
HPhysical MIMO channel matrix
hbSparse beamspace channel vector
QSensing (measurement) matrix derived from array and pilot structure
y = QhbMeasurement equation used in OMP
OMPGreedy algorithm selecting the most correlated columns of Q iteratively

In summary, OMP reconstructs the sparse vector hb from the measurements y by selecting the most relevant columns of Q in each iteration. In mmWave systems, this allows efficient estimation of the sparse channel using a small number of pilots.


Further Reading




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