6,479 research outputs found
Robust recursive bi-iteration singular value decomposition (SVD) for subspace tracking and adaptive filtering
IEEE International Symposium on Circuits and Systems Proceedings, Bangkok, Thailand, 25-28 May 2003The recursive bi-iteration singular value decomposition (Bi-SVD), proposed by Strobach, is en efficient and well-structured algorithm for performing subspace tracking. Unfortunately, its performance under impulse noise environment degrades substantially. In this paper, a new robust-statistics-based bi-iteration SVD algorithm (robust Bi-SVD) is proposed. Simulation results show that the proposed algorithm offers significantly improved robustness against impulse noise than the conventional Bi-SVD algorithm with slight increase in arithmetic complexity. For nominal Gaussian noise, the two algorithms have similar performance.published_or_final_versio
Robust Subspace Learning: Robust PCA, Robust Subspace Tracking, and Robust Subspace Recovery
PCA is one of the most widely used dimension reduction techniques. A related
easier problem is "subspace learning" or "subspace estimation". Given
relatively clean data, both are easily solved via singular value decomposition
(SVD). The problem of subspace learning or PCA in the presence of outliers is
called robust subspace learning or robust PCA (RPCA). For long data sequences,
if one tries to use a single lower dimensional subspace to represent the data,
the required subspace dimension may end up being quite large. For such data, a
better model is to assume that it lies in a low-dimensional subspace that can
change over time, albeit gradually. The problem of tracking such data (and the
subspaces) while being robust to outliers is called robust subspace tracking
(RST). This article provides a magazine-style overview of the entire field of
robust subspace learning and tracking. In particular solutions for three
problems are discussed in detail: RPCA via sparse+low-rank matrix decomposition
(S+LR), RST via S+LR, and "robust subspace recovery (RSR)". RSR assumes that an
entire data vector is either an outlier or an inlier. The S+LR formulation
instead assumes that outliers occur on only a few data vector indices and hence
are well modeled as sparse corruptions.Comment: To appear, IEEE Signal Processing Magazine, July 201
Shape Interaction Matrix Revisited and Robustified: Efficient Subspace Clustering with Corrupted and Incomplete Data
The Shape Interaction Matrix (SIM) is one of the earliest approaches to
performing subspace clustering (i.e., separating points drawn from a union of
subspaces). In this paper, we revisit the SIM and reveal its connections to
several recent subspace clustering methods. Our analysis lets us derive a
simple, yet effective algorithm to robustify the SIM and make it applicable to
realistic scenarios where the data is corrupted by noise. We justify our method
by intuitive examples and the matrix perturbation theory. We then show how this
approach can be extended to handle missing data, thus yielding an efficient and
general subspace clustering algorithm. We demonstrate the benefits of our
approach over state-of-the-art subspace clustering methods on several
challenging motion segmentation and face clustering problems, where the data
includes corrupted and missing measurements.Comment: This is an extended version of our iccv15 pape
- …