eprintid: 3702
rev_number: 9
eprint_status: archive
userid: 17
dir: disk0/00/00/37/02
datestamp: 2019-12-04 07:30:12
lastmod: 2019-12-04 07:30:12
status_changed: 2019-12-04 07:30:12
type: monograph
metadata_visibility: show
creators_name: Le, Trung Thanh
creators_name: Nguyen, Viet Dung
creators_name: Nguyen, Linh Trung
creators_name: Karim, Abed Meraim
creators_id: letrungthanhtbt@gmail.com
creators_id: nvdung@vnu.edu.vn
creators_id: linhtrung@vnu.edu.vn
creators_id: karim.abed-meraim@univ-orleans.fr
title: Robust subspace tracking: Novel algorithm and performance guarantee
ispublished: pub
subjects: ECE
subjects: IT
divisions: avitech
divisions: fac_fet
note: UET-AVITECH-2019003
abstract: Subspace tracking, which is refered to online PCA, is a classical problem in signal processing with various applications in wireless communications, rada and image/video processing. Since outliers and missing data are ubiquitous and more common in big data regime, robust variants of subspace tracking (RST) are crucial. In this paper, we propose a novel algorithm, namely PETRELSADMM, to improve RST performance in such scenario. The proposed approach consists of two main stages, including outlier rejection and subspace estimation. In the first stage, 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, 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, i.e., 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.
date: 2019-05
date_type: published
publisher: VNU University of Engineering and Technology, Vietnam National University, Hanoi
id_number: UET-AVITECH-2019003
contact_email: linhtrung@vnu.edu.vn
full_text_status: none
monograph_type: technical_report
place_of_pub: Vietnam
pages: 39
institution: VNU University of Engineering and Technology, Vietnam National University, Hanoi
department: Advanced Institute of Engineering and Technology
citation:   Le, Trung Thanh and Nguyen, Viet Dung and Nguyen, Linh Trung and Karim, Abed Meraim  (2019) Robust subspace tracking: Novel algorithm and performance guarantee.  Technical Report. VNU University of Engineering and Technology, Vietnam National University, Hanoi, Vietnam.