Robust Principal Component Analysis (RPCA) is a modification of the widely used statistical procedure of principal component analysis (PCA) which works well with respect to grossly corrupted observations. A number of different approaches exist for Robust PCA, including an idealized version of Robust PCA, which aims to recover a low-rank matrix L0 from highly corrupted measurements M = L0 +S0.[1] This decomposition in low-rank and sparse matrices can be achieved by techniques such as Principal Component Pursuit method (PCP),[1] Stable PCP,[2] Quantized PCP,[3] Block based PCP,[4] and Local PCP.[5] Then, optimization methods are used such as the Augmented Lagrange Multiplier Method (ALM[6]), Alternating Direction Method (ADM[7]), Fast Alternating Minimization (FAM[8]), Iteratively Reweighted Least Squares (IRLS [9][10][11])
or alternating projections (AP[12][13][14]).
^ abCite error: The named reference RPCA was invoked but never defined (see the help page).
^J. Wright; Y. Peng; Y. Ma; A. Ganesh; S. Rao (2009). "Robust Principal Component Analysis: Exact Recovery of Corrupted Low-Rank Matrices by Convex Optimization". Neural Information Processing Systems, NIPS 2009.
^S. Becker; E. Candes, M. Grant (2011). "TFOCS: Flexible First-order Methods for Rank Minimization". Low-rank Matrix Optimization Symposium, SIAM Conference on Optimization.
^G. Tang; A. Nehorai (2011). "Robust principal component analysis based on low-rank and block-sparse matrix decomposition". 2011 45th Annual Conference on Information Sciences and Systems. pp. 1–5. doi:10.1109/CISS.2011.5766144. ISBN978-1-4244-9846-8. S2CID17079459.
^B. Wohlberg; R. Chartrand; J. Theiler (2012). "Local principal component pursuit for nonlinear datasets". 2012 IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP). pp. 3925–3928. doi:10.1109/ICASSP.2012.6288776. ISBN978-1-4673-0046-9. S2CID2747520.
^C. Guyon; T. Bouwmans; E. Zahzah (2012). "Foreground Detection via Robust Low Rank Matrix Decomposition including Spatio-Temporal Constraint". International Workshop on Background Model Challenges, ACCV 2012.
^C. Guyon; T. Bouwmans; E. Zahzah (2012). "Foreground Detection via Robust Low Rank Matrix Factorization including Spatial Constraint with Iterative Reweighted Regression". International Conference on Pattern Recognition, ICPR 2012.
^C. Guyon; T. Bouwmans; E. Zahzah (2012). "Moving Object Detection via Robust Low Rank Matrix Decomposition with IRLS scheme". International Symposium on Visual Computing, ISVC 2012.
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