A remark about orthogonal matching pursuit algorithm

Abstract: In this note, we investigate the theoretical properties of Orthogonal Matching Pursuit (OMP), a class of decoder to recover sparse signal in compressed sensing. In particular, we show that the OMP decoder can give $(p,q)$ instance optimality for a large class of encoders with $1\leq p\leq q \leq 2$ and $(p,q)\neq (2,2)$. We also show that, if the encoding matrix is drawn from an appropriate distribution, then the OMP decoder is $(2,2)$ instance optimal in probability.