TY  - JOUR
ID  - SisLab4435
UR  - https://ieeexplore.ieee.org/document/9381678
A1  - Le, Trung Thanh
A1  - Nguyen, Viet Dung
A1  - Nguyen, Linh Trung
A1  - Abed-Meraim, Karim
Y1  - 2021/03/18/
N2  - In this paper, we propose a novel algorithm, namely
PETRELS-ADMM, to deal with subspace tracking in the presence of outliers and missing data. The proposed approach consists of two main stages: outlier rejection and subspace estimation. In the first stage, alternating direction method of multipliers (ADMM) is effectively exploited to detect outliers affecting the observed data. In the second stage, we propose an improved version of the parallel estimation and tracking by recursive least squares (PETRELS) algorithm to update the underlying subspace in the missing data context. We then present a theoretical convergence analysis of PETRELS-ADMM which shows that it generates a sequence of subspace solutions converging to the optimum of its batch counterpart. The effectiveness of the proposed algorithm, as compared to state-of-the-art algorithms, is illustrated on both simulated and real data.
PB  - IEEE
JF  - IEEE Transactions on Signal Processing
VL  - 69
SN  - 1053-587X
TI  - Robust Subspace Tracking with Missing Data and Outliers: Novel Algorithm with Convergence Guarantee
SP  - 2070 
AV  - none
EP  - 2085
ER  -