Rank-Sparsity Incoherence for Matrix Decomposition
Suppose we are given a matrix that is formed by adding an unknown sparse matrix to an unknown low-rank matrix. Our goal is to decompose the given matrix into its sparse and low-rank components. Such a problem arises in a number of applications in model and system identification and is intractable to...
Main Authors: | , , , |
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Other Authors: | |
Format: | Article |
Language: | en_US |
Published: |
Society for Industrial and Applied Mathematics
2011
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Online Access: | http://hdl.handle.net/1721.1/67300 https://orcid.org/0000-0003-1132-8477 https://orcid.org/0000-0003-0149-5888 |