Memory AMP

Approximate message passing (AMP) is a low-cost iterative parameter-estimation technique for certain high-dimensional linear systems with non-Gaussian distributions. However, AMP only applies to independent identically distributed (IID) transform matrices, but may become unreliable (e.g. perform poorly or even diverge) for other matrix ensembles, especially for ill-conditioned ones. To handle this difficulty, orthogonal/vector AMP (OAMP/VAMP) was proposed for general right-unitarily-invariant matrices. However, the Bayes-optimal OAMP/VAMP requires high-complexity linear minimum mean square error (MMSE) estimator. This limits the application of OAMP/VAMP to large-scale systems. To solve the disadvantages of AMP and OAMP/VAMP, this paper proposes a memory AMP (MAMP), in which a long-memory matched filter is proposed for interference suppression. The complexity of MAMP is comparable to AMP. The asymptotic Gaussianity of estimation errors in MAMP is guaranteed by the orthogonality principle. A state evolution is derived to asymptotically characterize the performance of MAMP. Based on state evolution, the relaxation parameters and damping vector in MAMP are optimized. For all right-unitarily-invariant matrices, the optimized MAMP converges to the high-complexity OAMP/VAMP, and thus is Bayes-optimal if it has a unique fixed point. Finally, simulations are provided to verify the validity and accuracy of the theoretical results.