?url_ver=Z39.88-2004&rft_id=UET-AVITECH-2019003&rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Adc&rft.relation=https%3A%2F%2Feprints.uet.vnu.edu.vn%2Feprints%2Fid%2Feprint%2F3702%2F&rft.title=Robust+subspace+tracking%3A+Novel+algorithm+and+performance+guarantee&rft.creator=Le%2C+Trung+Thanh&rft.creator=Nguyen%2C+Viet+Dung&rft.creator=Nguyen%2C+Linh+Trung&rft.creator=Karim%2C+Abed+Meraim&rft.subject=Electronics+and+Communications&rft.subject=Information+Technology+(IT)&rft.description=Subspace+tracking%2C+which+is+refered+to+online+PCA%2C+is+a+classical+problem+in+signal+processing+with+various+applications+in+wireless+communications%2C+rada+and+image%2Fvideo+processing.+Since+outliers+and+missing+data+are+ubiquitous+and+more+common+in+big+data+regime%2C+robust+variants+of+subspace+tracking+(RST)+are+crucial.+In+this+paper%2C+we+propose+a+novel+algorithm%2C+namely+PETRELSADMM%2C+to+improve+RST+performance+in+such+scenario.+The+proposed+approach+consists+of+two+main+stages%2C+including+outlier+rejection+and+subspace+estimation.+In+the+first+stage%2C+alternating+direction+method+of+multipliers+(ADMM)+solver+is+used+to+detect+outliers+residing+in+the+observed+data+in+an+efficient+way.+In+the+second+stage%2C+we+propose+a+modification+of+the+parallel+estimation+and+tracking+by+recursive+least+squares+(PETRELS)+algorithm+to+update+the+underlying+subspace.+A+theoretical+convegence+analysis+is+provided%2C+i.e.%2C+we+prove+that+PETRELS-ADMM+can+generate+a+sequence+of+subspace+solutions+converging+to+the+optimum+of+its+batch+counterpart.+Performance+studies+show+the+superiority+of+our+algorithms+as+compared+to+the+state-of-the-art+algorithms+on+both+synthesis+data+and+real+data.&rft.publisher=VNU+University+of+Engineering+and+Technology%2C+Vietnam+National+University%2C+Hanoi&rft.date=2019-05&rft.type=Technical+Report&rft.type=NonPeerReviewed&rft.identifier=++Le%2C+Trung+Thanh+and+Nguyen%2C+Viet+Dung+and+Nguyen%2C+Linh+Trung+and+Karim%2C+Abed+Meraim++(2019)+Robust+subspace+tracking%3A+Novel+algorithm+and+performance+guarantee.++Technical+Report.+VNU+University+of+Engineering+and+Technology%2C+Vietnam+National+University%2C+Hanoi%2C+Vietnam.+++++&rft.relation=UET-AVITECH-2019003