A Unitary Transform Based Generalized Approximate Message Passing

Abstract: We consider the problem of recovering an unknown signal ${\mathbf x}\in {\mathbb R}<sup>n$ from general nonlinear measurements obtained through a generalized linear model (GLM), i.e., $${\mathbf y}= f\left({\mathbf A}{\mathbf x}+{\mathbf w}\right)$$, where $f(\cdot)$ is a componentwise nonlinear function. Based on the unitary transform approximate message passing (UAMP) and expectation propagation, a unitary transform based generalized approximate message passing (GUAMP) algorithm is proposed for general measurement matrices $\bf{A}$, in particular highly correlated matrices. Experimental results on quantized compressed sensing demonstrate that the proposed GUAMP significantly outperforms state-of-the-art GAMP and GVAMP under correlated matrices $\bf{A}$.