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Robust Subspace Tracking With Contamination Mitigation via α-Divergence
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  • Le Trung Thanh ,
  • Aref Miri Rekavandi ,
  • ABD-KRIM SEGHOUANE ,
  • karim abed-meraim
Le Trung Thanh
University of Orleans, University of Orleans

Corresponding Author:[email protected]

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Aref Miri Rekavandi
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ABD-KRIM SEGHOUANE
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karim abed-meraim
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Abstract

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: https://github.com/thanhtbt/aFAPI
Comment: Accepted at IEEE ICASSP 2023