Infinite dimensional compressed sensing from anisotropic measurements and applications to inverse problems in PDE

Abstract: We consider a compressed sensing problem in which both the measurement and the sparsifying systems are assumed to be frames (not necessarily tight) of the underlying Hilbert space of signals, which may be finite or infinite dimensional. The main result gives explicit bounds on the number of measurements in order to achieve stable recovery, which depends on the mutual coherence of the two systems. As a simple corollary, we prove the efficiency of nonuniform sampling strategies in cases when the two systems are not incoherent, but only asymptotically incoherent, as with the recovery of wavelet coefficients from Fourier samples. This general framework finds applications to inverse problems in partial differential equations, where the standard assumptions of compressed sensing are often not satisfied. Several examples are discussed, with a special focus on electrical impedance tomography.