A method for compressive domain filtering and interference cancelation processes compressive measurements to eliminate or attenuate interference while preserving the information or geometry of the set of possible signals of interest. A signal processing apparatus assumes that the interfering signal lives in or near a known subspace that is partially or substantially orthogonal to the signal of interest, and then projects the compressive measurements into an orthogonal subspace and thus eliminate or attenuate the interference. This apparatus yields a modified set of measurements that can provide a stable embedding of the set of signals of interest, in which case it is guaranteed that the processed measurements retain sufficient information to enable the direct recovery of this signal of interest, or alternatively to enable the use of efficient compressive-domain algorithms for further processing. The method and apparatus operate directly on the compressive measurements to remove or attenuate unwanted signal components.