Sparse Representations with Cone Atoms

We extend the notion of sparse representation to the case where the atoms are not vectors, but cones, hence infinite sets. The sparse representation is linear, as usual, but the most convenient vector is chosen from each selected cone. We give a cone version of Orthogonal Matching Pursuit (OMP) and show that its complexity is only a few times larger than that of OMP. The new cone OMP can be used for anomaly detection; we apply it with very good results to the detection of abnormal heartbeats.