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...

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Bibliographic Details
Main Authors: Chandrasekaran, Venkat, Sanghavi, Sujay, Parrilo, Pablo A., Willsky, Alan S.
Other Authors: Massachusetts Institute of Technology. Department of Electrical Engineering and Computer Science
Format: Article
Language:en_US
Published: Society for Industrial and Applied Mathematics 2011
Online Access:http://hdl.handle.net/1721.1/67300
https://orcid.org/0000-0003-1132-8477
https://orcid.org/0000-0003-0149-5888