Online Identification and Tracking of Subspaces from Highly Incomplete Information

21 Jun 2010Laura BalzanoRobert NowakBenjamin Recht

This work presents GROUSE (Grassmanian Rank-One Update Subspace Estimation), an efficient online algorithm for tracking subspaces from highly incomplete observations. GROUSE requires only basic linear algebraic manipulations at each iteration, and each subspace update can be performed in linear time in the dimension of the subspace... (read more)

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