On Probability of Support Recovery for Orthogonal Matching Pursuit Using Mutual Coherence

Ehsan Miandji, Mohammad Emadi, Jonas Unger, Ehsan Afshari

In this paper we present a new coherence-based performance guarantee for the Orthogonal Matching Pursuit (OMP) algorithm. A lower bound for the probability of correctly identifying the support of a sparse signal with additive white Gaussian noise is derived. Compared to previous work, the new bound takes into account the signal parameters such as dynamic range, noise variance, and sparsity. Numerical simulations show significant improvements over previous work and a closer match to empirically obtained results of the OMP algorithm.

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