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.
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Related Publications
- "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}
- }
- "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.
Software & Data Downloads
Access software at https://github.com/merlresearch/ROSETA.