Software

Real-Time Robust Principal Components Pursuit

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Executive Summary

In the recent work of Candes et al, the problem of recovering low rank matrix corrupted by i.i.d. sparse outliers is studied and a very elegant solution, principal component pursuit, is proposed. It is motivated as a tool for video surveillance applications with the background image sequence forming the low rank part and the moving objects/persons/abnormalities forming the sparse part. Each image frame is treated as a column vector of the data matrix made up of a low rank matrix and a sparse corruption matrix. Principal component pursuit solves the problem under the assumptions that the singular vectors of the low rank matrix are spread out and the sparsity pattern of the sparse matrix is uniformly random.

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