1. A computerized signal processing method configured for sparse representation of signals, said method comprising the steps of: (i) reading one or more training signals; (ii) defining a dictionary containing signal-atoms; (iii) creating a representation of each training signal using a linear combination of said dictionary's signal-atoms; (iv) updating the representation of the training signal; (v) updating the dictionary a single atom or one group of atoms at a time, wherein each atom update includes an update of all representations referring to said updated atom; and (vi) iterating (iv) and (v) until a stopping rule is fulfilled.