Provable Dynamic Robust PCA or Robust Subspace Tracking

DOI10.1109/TIT.2018.2872023zbMath1432.62175arXiv1705.08948OpenAlexW3099157308MaRDI QIDQ4629915

Praneeth Narayanamurthy, Namrata Vaswani

Publication date: 28 March 2019

Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1705.08948

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Robustness and adaptive procedures (parametric inference) (62F35) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

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