Fast principal component pursuit via alternating minimization

Author

Rodriguez, Paul ; Wohlberg, Brendt

Author_Institution

Dept. of Electr. Eng., Pontificia Univ. Catolica del Peru, Lima, Peru

fYear

2013

fDate

15-18 Sept. 2013

Firstpage

69

Lastpage

73

Abstract

We propose a simple alternating minimization algorithm for solving a minor variation on the original Principal Component Pursuit (PCP) functional. In computational experiments in the video background modeling problem, the proposed algorithm is able to deliver a consistent sparse approximation even after the first outer loop, (taking approximately 12 seconds for a 640 × 480 × 400 color test video) which is approximately an order of magnitude faster than Inexact ALM to construct a sparse component of the same quality.

Keywords

approximation theory; image colour analysis; minimisation; principal component analysis; video signal processing; PCP functional; alternating minimization; color test video; principal component pursuit functional; sparse approximation; video background modeling problem; Approximation algorithms; Approximation methods; Image color analysis; Minimization; Robustness; Streaming media; Video sequences; Principal Component Pursuit; Video Background Modeling;

fLanguage

English

Publisher

ieee

Conference_Titel

Image Processing (ICIP), 2013 20th IEEE International Conference on

Conference_Location

Melbourne, VIC

Type

conf

DOI

10.1109/ICIP.2013.6738015

Filename

6738015