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Necessary and Sufficient Conditions for Simultaneous State and Input Recovery of Linear Systems with Sparse Inputs by ℓ1-Minimization

2023/04/11 by Kyle Poe, Enrique Mallada, Poe, Kyle +3
Engineering · Mathematics · Medicine · #Advanced MRI Techniques and Applications #FOS: Computer and information sciences #FOS: Electrical engineering #FOS: Mathematics #Information Theory (cs.IT) #Numerical methods in inverse problems #Optimization and Control (math.OC) #Sparse and Compressive Sensing Techniques #Systems and Control (eess.SY) #electronic engineering #information engineering

paper · pdf · doi:10.48550/arxiv.2304.05526

openalex publication_date 2023/04/11 · openalex created_date 2023/04/15 · openalex updated_date 2026/07/28

Abstract

The study of theoretical conditions for recovering sparse signals from compressive measurements has received a lot of attention in the research community. In parallel, there has been a great amount of work characterizing conditions for the recovery both the state and the input to a linear dynamical system (LDS), including a handful of results on recovering sparse inputs. However, existing sufficient conditions for recovering sparse inputs to an LDS are conservative and hard to interpret, while necessary and sufficient conditions have not yet appeared in the literature. In this work, we provide (1) the first characterization of necessary and sufficient conditions for the existence and uniqueness of sparse inputs to an LDS, (2) the first necessary and sufficient conditions for a linear program to recover both an unknown initial state and a sparse input, and (3) simple, interpretable recovery conditions in terms of the LDS parameters. We conclude with a numerical validation of these claims and discuss implications and future directions.

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