Reweighted L1 Minimization for Compressed Sensing

Recent work in compressed sensing theory shows that m${\times}$n independent and identically distributed sensing matrices whose entries are drawn independently from certain probability distributions guarantee exact recovery of a sparse signal with high probability even if m${\ll}$n. In particular, it is well understood that the L1 minimization algorithm is able to recover sparse signals from incomplete measurements. In this paper, we propose a novel sparse signal reconstruction method that is based on the reweighted L1 minimization via support recovery.