This model subsumes three important classes ofsignal recovery problems: compressive sensing, affine rank minimization, androbust principal component analysis.We propose a natural optimization problem for signal recovery under this model and develop a new greedy recovery algorithm called SpaRCS.SpaRCS inherits a number of desirable properties from the state-of-the-artCoSaMP and ADMiRA algorithms, including exponential convergence and efficientimplementation. Simulation results with video compressive sensing,hyperspectral imaging, and robust matrix completion data sets demonstrate boththe accuracy and efficacy of the algorithm.
