This script implements a revised version of the robust online subspace estimation and tracking algorithm (ROSETA) that is capable of identifying and tracking a time-varying low dimensional subspace from incomplete measurements and in the presence of sparse outliers. The algorithm minimizes a robust l1 norm cost function between the observed measurements and their projection onto the estimated subspace. The projection coefficients and sparse outliers are computed using a LASSO solver and the subspace estimate is updated using a proximal point iteration with adaptive parameter selection.
This script implements a revised version of the robust online subspace estimation and tracking algorithm (ROSETA) that appeared in:
[1] Mansour, H., Jiang, X., "A Robust Online Subspace Estimation and Tracking Algorithm", IEEE International Conference on Acoustics, Speech, and Signal Processing (ICASSP), DOI: 10.1109/ICASSP.2015.7178735, April 2015, pp. 4065-4069.
A description of the improved ROSETA appeared in:
[2] Mansour, H., "A Short Note on Improved ROSETA," arXiv:1710.05961, 2017.
The algorithm is capable of identifying and tracking a time-varying low dimensional subspace from incomplete measurements and in the presence of sparse outliers. The algorithm minimizes a robust l1 norm cost function between the observed measurements and their projection onto the estimated subspace. The projection coefficients and sparse outliers are computed using a LASSO solver and the subspace estimate is updated using a proximal point iteration with adaptive parameter selection.
To run the script with the example data set, simply run the file motion_separation.m in MATLAB.
If you use the software, please cite our publication as follows:
@inproceedings{Mansour2015apr1,
author = {Mansour, H. and Jiang, X.},
title = {A Robust Online Subspace Estimation and Tracking Algorithm},
booktitle = {IEEE International Conference on Acoustics, Speech, and Signal Processing (ICASSP)},
year = 2015,
pages = {4065--4069},
month = apr,
publisher = {IEEE},
doi = {10.1109/ICASSP.2015.7178735},
url = {https://www.merl.com/publications/TR2015-027}
}
@misc{mansour2017short,
title={A Short Note on Improved ROSETA},
author={Hassan Mansour},
year={2017},
eprint={1710.05961},
archivePrefix={arXiv},
primaryClass={cs.NA},
url={https://www.merl.com/publications/docs/TR2017-154.pdf}
}Hassan Mansour: [email protected]
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