Two are better than one: Fundamental parameters of frame coherence

Abstract: This paper investigates two parameters that measure the coherence of a frame: worst-case and average coherence. We first use worst-case and average coherence to derive near-optimal probabilistic guarantees on both sparse signal detection and reconstruction in the presence of noise. Next, we provide a catalog of nearly tight frames with small worst-case and average coherence. Later, we find a new lower bound on worst-case coherence; we compare it to the Welch bound and use it to interpret recently reported signal reconstruction results. Finally, we give an algorithm that transforms frames in a way that decreases average coherence without changing the spectral norm or worst-case coherence.