Software & Data Downloads — ROSETA

Robust Online Subspace Estimation and Tracking Algorithm for identifying and tracking a time-varying low dimensional subspace.

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.

  •  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.
    BibTeX TR2015-027 PDF Software
    • @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}
    • }

Access software at https://github.com/merlresearch/ROSETA.