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

M. Davenport and M. Wakin, Analysis of Orthogonal Pursuit Using the Restricted Isometry Property, http://arxiv4.library.cornell.edu/abs/0909.0083

H. Rauhut, on the impossibility of uniform sparse reconstruction using greedy methods, Sampl. Theory in Signal and Image Process, Vol.7, No.2, 2008.