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Optimal incorporation of sparsity information by weighted ℓ<inf>1</inf> optimization

Optimal incorporation of sparsity information by weighted ℓ<inf>1</inf> optimization

Compressed sensing of sparse sources can be improved by incorporating prior knowledge of the source. In this paper we demonstrate a method for optimal selection of weights in weighted $L_1$ norm minimization for a noiseless reconstruction model, and show the improvements in compression that can be achieved.