Robust Subspace Tracking With Contamination Mitigation via α-Divergence
Le Trung Thanh, Aref Miri Rekavandi, ABD-KRIM SEGHOUANE, karim abed-meraim · 2023
Abstract : We studied the problem of robust subspace tracking (RST) in contaminated environments. Leveraging the fast approximated power iteration and α-divergence, a novel robust algorithm called αFAPI was developed for tracking the underlying principal subspace of streaming data over time. αFAPI is fast and it outperforms many RST methods while only having a low complexity linear to the data dimension. Some experiments were conducted to illustrate the performance of αFAPI. Matlab Code : https://github.com/thanhtbt/aFAPI Comment : Accepted at IEEE ICASSP 2023