Algebra Commons^™

Recursive Robust Pca Or Recursive Sparse Recovery In Large But Structured Noise, Chenlu Qiu, Namrata Vaswani, Brian Lois, Leslie Hogben

Namrata Vaswani

This paper studies the recursive robust principal components analysis problem. If the outlier is the signal-of-interest, this problem can be interpreted as one of recursively recovering a time sequence of sparse vectors, St, in the presence of large but structured noise, Lt. The structure that we assume on Lt is that Lt is dense and lies in a low-dimensional subspace that is either fixed or changes slowly enough. A key application where this problem occurs is in video surveillance where the goal is to separate a slowly changing background (Lt) from moving foreground objects (St) on-the-fly. To solve the above …