Fig. 5

Sensing a low-rank GMM signal of dimension n=100 using K=40 measurements with σ=0.001, when the covariance matrices are generated a completely randomly, \(\Sigma _{c} \propto RR^{\intercal }, R\in \mathbb {R}^{n\times 3}, R_{ij} \sim \mathcal {N}(0, 1)\) or b having certain structure, \(\Sigma _{c} \propto \left (11^{\intercal } + 20 \alpha ^{2} \cdot \right.\text {diag}\left.\left \{n,n-1, \cdots,1\right \}\right), \alpha \sim \mathcal {N}(0, 1)\). The covariance matrices Σ _c are normalized so that their spectral norms are 1