Modified Papoulis-Gerchberg algorithm for sparse signal recovery

Abstract

Motivated by the well-known Papoulis-Gerchberg algorithm, an iterative thresholding algorithm for recovery of sparse signals from few observations is proposed. The sequence of iterates turns out to be similar to that of the thresholded Landweber iterations, although not the same. The performance of the proposed algorithm is experimentally evaluated and compared to other state-of-the-art methods.