In this lecture, I will introduce OMP algorithm for solving the sparse approximation problem

In this lecture, I will introduce the relation between compressed sensing and best k-term approximation.

ALBERT COHEN, WOLFGANG DAHMEN, AND RONALD DEVORE, COMPRESSED SENSING

AND BEST k-TERM APPROXIMATION, JOURNAL OF THE AMERICAN MATHEMATICAL SOCIETY Volume 22, Number 1, January 2009, Pages 211–231