Federated Over-Air Subspace Tracking from Incomplete and Corrupted Data

Subspace tracking (ST) with missing data (ST-miss) or outliers (Robust ST) or both (Robust ST-miss) has been extensively studied in the last many years. This work provides a new simple algorithm and guarantee for both ST with missing data (ST-miss) and RST-miss. Unlike past work on this topic, the algorithm is much simpler (uses fewer parameters) and the guarantee does not make the artificial assumption of piecewise constant subspace change, although it still handles that setting. Secondly, we extend our approach and its analysis to provably solving these problems when the raw data is federated and when the over-air data communication modality is used for information exchange between the $K$ peer nodes and the center.Comment: New model, algorithm for centralized case; added algorithms to deal with sparse outliers; modified organization significantl