Infinite dimensional compressed sensing from anisotropic measurements

In this paper, we consider a compressed sensing problem in which both the measurement and the sparsifying systems are assumed to be frames (not necessarily tight) of the underlying Hilbert space of signals, which may be finite or infinite dimensional. The main result gives explicit bounds on the number of measurements in order to achieve stable recovery, which depends on the mutual coherence of the two systems. As a simple corollary, we prove the efficiency of non-uniform sampling strategies in cases when the two systems are not incoherent, but only asymptotically incoherent, as with the recovery of wavelet coefficients from Fourier samples. This general framework finds applications to several inverse problems in partial differential equations, in which the standard assumptions of compressed sensing are not satisfied: several examples are discussed.