Online Robust Subspace Tracking from Partial Information

18 Sep 2011Jun HeLaura BalzanoJohn C. S. Lui

This paper presents GRASTA (Grassmannian Robust Adaptive Subspace Tracking Algorithm), an efficient and robust online algorithm for tracking subspaces from highly incomplete information. The algorithm uses a robust $l^1$-norm cost function in order to estimate and track non-stationary subspaces when the streaming data vectors are corrupted with outliers... (read more)

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