Uncertainty Principles and Signal Recovery

The uncertainty principle can easily be generalized to cases where the “sets of concentration” are not intervals. Such generalizations are presented for continuous and discrete-time functions, and for several measures of “concentration” (e.g., $L_2 $ and $L_1 $ measures). The generalizations explain interesting phenomena in signal recovery problems where there is an interplay of missing data, sparsity, and bandlimiting.