We have considered the problem of detection and estimation of compact sources immersed in a background plus instrumental noise. Sparse approximation to signals deals with the problem of finding a representation of a signal as a linear combination of a small number of elements from a set of signals called dictionary. The estimation of the signal leads to a minimization problem for the amplitude associated to the sources. We have developed a methodology that minimizes the lp-norm with a constraint on the goodness-of-fit and we have compared different norms against the matched filter.