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Compressed sensing deals with efficient recovery of analog signals from linear encodings. This paper presents a statistical study of compressed sensing by modeling the input signal as an i.i.d. process with known distribution. Three classes of encoders are considered, namely optimal non-linear, optimal linear, and random linear encoders. Focusing on optimal decoders, the authors investigate the fundamental tradeoff between measurement rate and reconstruction fidelity gauged by error probability and noise sensitivity in the absence and presence of measurement noise, respectively.
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