Principal Component Pursuit with reduced linear measurements

Arvind Ganesh, Kerui Min, John Wright, Yi Ma
2012 2012 IEEE International Symposium on Information Theory Proceedings  
In this paper, we study the problem of decomposing a superposition of a low-rank matrix and a sparse matrix when a relatively few linear measurements are available. This problem arises in many data processing tasks such as aligning multiple images or rectifying regular texture, where the goal is to recover a low-rank matrix with a large fraction of corrupted entries in the presence of nonlinear domain transformation. We consider a natural convex heuristic to this problem which is a variant to
more » ... e recently proposed Principal Component Pursuit. We prove that under suitable conditions, this convex program guarantees to recover the correct low-rank and sparse components despite reduced measurements. Our analysis covers both random and deterministic measurement models.
doi:10.1109/isit.2012.6283063 dblp:conf/isit/GaneshMWM12 fatcat:kam5i7542fdvlau23scjsc3voy