Sparse Signal Recovery via Rescaled Matching Pursuit

We propose the Rescaled Matching Pursuit (RMP) algorithm to recover sparse signals in high-dimensional Euclidean spaces. The RMP algorithm has less computational complexity than other greedy-type algorithms, such as Orthogonal Matching Pursuit (OMP). We show that if the restricted isometry property is satisfied, then the upper bound of the error between the original signal and its approximation can be derived. Furthermore, we prove that the RMP algorithm can find the correct support of sparse signals from random measurements with a high probability. Our numerical experiments also verify this conclusion and show that RMP is stable with the noise. So, the RMP algorithm is a suitable method for recovering sparse signals.