Pre-weighted Matching Pursuit Algorithms for Sparse Recovery ⋆

This paper presents a novel pre-weighted method for the matching pursuit algorithms, termed the Preweighted Matching Pursuit (PwMP) algorithm. The weighted measurement vector is obtained through the pre-weighted process to measurement matrix. PwMP recovers the weighted sparse signal by the weighted measurement vector and unweighted sensing matrix. At last, we get the sparse signal via weighted removal. It is empirically demonstrated that the PwMP algorithm outperforms many existing reconstruction algorithms for both zero-one and Gaussian type signals.