Constrained Cramér-Rao bound on robust principal component analysis

IEEE Transactions on Signal Processing

Volumn 59, Issue 10, 2011, Pages 5070-5076

  Tang, Gongguo ^a   Nehorai, Arye ^a  

^a WASHINGTON UNIVERSITY IN ST LOUIS   (United States)

Author keywords

Accelerated proximal gradient algorithm; constrained Cram r Rao bound; matrix completion and correction; maximum likelihood estimation; mean square error; robust principal component analysis

Indexed keywords

ALTERNATING MINIMIZATION; CONCENTRATION OF MEASURE; EMPIRICAL PERFORMANCE; GRADIENT ALGORITHM; LOW-RANK MATRICES; MATRIX; MATRIX COMPLETION; ROBUST PRINCIPAL COMPONENT ANALYSIS; SPARSE MATRICES; UNBIASED ESTIMATOR;

ALGORITHMS; ESTIMATION; MATRIX ALGEBRA; MAXIMUM LIKELIHOOD ESTIMATION;

PRINCIPAL COMPONENT ANALYSIS;

EID: 80052894235     PISSN: 1053587X     EISSN: None     Source Type: Journal    
DOI: 10.1109/TSP.2011.2161984     Document Type: Article

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