On robust recovery of signals from indirect observations
On robust recovery of signals from indirect observations
We consider an uncertain linear inverse problem as follows. Given observation $\omega=Ax_*+\zeta$ where $A\in {\bf R}^{m\times p}$ and $\zeta\in {\bf R}^{m}$ is observation noise, we want to recover unknown signal $x_*$, known to belong to a convex set ${\cal X}\subset{\bf R}^{n}$. As opposed to the "standard" setting of such problem, …