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Robust Subspace Tracking With Contamination Mitigation via α-Divergence

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posted on 2023-02-21, 20:01 authored by Le Trung ThanhLe Trung Thanh, Aref Miri Rekavandi, ABD-KRIM SEGHOUANEABD-KRIM SEGHOUANE, karim abed-meraim

Abstract: We studied the problem of robust subspace tracking (RST) in contaminated environments. Leveraging the fast approximated power iteration and α-divergence, a novel robust algorithm called αFAPI was developed for tracking the underlying principal subspace of streaming data over time. αFAPI is fast and it outperforms many RST methods while only having a low complexity linear to the data dimension. Some experiments were conducted to illustrate the performance of αFAPI.  

Matlab Code:

Comment: Accepted at IEEE ICASSP 2023


Email Address of Submitting Author

Submitting Author's Institution

University of Orleans

Submitting Author's Country

  • France

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