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PETRELS: Subspace estimation and tracking from partial observations

Publication ,  Journal Article
Chi, Y; Eldar, YC; Calderbank, R
Published in: ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings
October 23, 2012

We consider the problem of reconstructing a data stream from a small subset of its entries, where the data stream is assumed to lie in a low-dimensional linear subspace, possibly corrupted by noise. It is also important to track the change of underlying subspace for many applications. This problem can be viewed as a sequential low-rank matrix completion problem in which the subspace is learned in an online fashion. The proposed algorithm, called Parallel Estimation and Tracking by REcursive Least Squares (PETRELS), identifies the underlying low-dimensional subspace via a recursive procedure for each row of the subspace matrix in parallel, and then reconstructs the missing entries via least-squares estimation if required. PETRELS outperforms previous approaches by discounting observations in order to capture long-term behavior of the data stream and be able to adapt to it. Numerical examples are provided for direction-of-arrival estimation and matrix completion, comparing PETRELS with state of the art batch algorithms. © 2012 IEEE.

Duke Scholars

Published In

ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings

DOI

ISSN

1520-6149

Publication Date

October 23, 2012

Start / End Page

3301 / 3304
 

Citation

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Chi, Y., Eldar, Y. C., & Calderbank, R. (2012). PETRELS: Subspace estimation and tracking from partial observations. ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings, 3301–3304. https://doi.org/10.1109/ICASSP.2012.6288621
Chi, Y., Y. C. Eldar, and R. Calderbank. “PETRELS: Subspace estimation and tracking from partial observations.” ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings, October 23, 2012, 3301–4. https://doi.org/10.1109/ICASSP.2012.6288621.
Chi Y, Eldar YC, Calderbank R. PETRELS: Subspace estimation and tracking from partial observations. ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings. 2012 Oct 23;3301–4.
Chi, Y., et al. “PETRELS: Subspace estimation and tracking from partial observations.” ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings, Oct. 2012, pp. 3301–04. Scopus, doi:10.1109/ICASSP.2012.6288621.
Chi Y, Eldar YC, Calderbank R. PETRELS: Subspace estimation and tracking from partial observations. ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings. 2012 Oct 23;3301–3304.

Published In

ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings

DOI

ISSN

1520-6149

Publication Date

October 23, 2012

Start / End Page

3301 / 3304