Necessary and Sufficient Conditions for Simultaneous State and Input Recovery of Linear Systems with Sparse Inputs by ℓ_1-Minimization
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The study of theoretical conditions for recovering sparse signals from compressive measurements has received a lot of attention in the research community. In parallel, there has been a great amount of work characterizing conditions for the recovery both the state and the input to a linear dynamical system (LDS), including a handful of results on recovering sparse inputs. However, existing sufficient conditions for recovering sparse inputs to an LDS are conservative and hard to interpret, while necessary and sufficient conditions have not yet appeared in the literature. In this work, we provide (1) the first characterization of necessary and sufficient conditions for the existence and uniqueness of sparse inputs to an LDS, (2) the first necessary and sufficient conditions for a linear program to recover both an unknown initial state and a sparse input, and (3) simple, interpretable recovery conditions in terms of the LDS parameters. We conclude with a numerical validation of these claims and discuss implications and future directions.
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