Open Access. Powered by Scholars. Published by Universities.®

Engineering Commons

Open Access. Powered by Scholars. Published by Universities.®

Theses/Dissertations

Electrical Engineering

2015

Mathematics

Articles 1 - 1 of 1

Full-Text Articles in Engineering

Correctness Results For On-Line Robust Principal Components Analysis, Brian Thomas Lois Jan 2015

Correctness Results For On-Line Robust Principal Components Analysis, Brian Thomas Lois

Graduate Theses and Dissertations

This work studies two interrelated problems - online robust PCA (RPCA) and online low-rank matrix completion (MC). In recent work by Candes et al., RPCA has been defined as a problem of separating a low-rank matrix (true data), L:=[ℓ₁, ℓ₂, ... ℓt, ... , ℓtmax and a sparse matrix (outliers), S:=[x₁, x₂, ... xt, ..., xtmax] from their sum, M:=L+S. Our work uses this definition of RPCA. An important application where both these problems occur is in video analytics in trying to separate sparse foregrounds (e.g., moving objects) and slowly changing backgrounds.

While there has been a large amount of recent ...