New robust PCA for outliers and heavy sparse noises' detection via affine transformation, the \(L_{\ast, w}\) and \(L_{2,1}\) norms, and spatial weight matrix in high-dimensional images: from the perspective of signal processing (Q2238436)

Summary: In this paper, we propose a novel robust algorithm for image recovery via affine transformations, the weighted nuclear, \( L_{\ast, w}\), and the \(L_{2,1}\) norms. The new method considers the spatial weight matrix to account the correlated samples in the data, the \(L_{2,1}\) norm to tackle the dilemma of extreme values in the high-dimensional images, and the \(L_{\ast, w}\) norm newly added to alleviate the potential effects of outliers and heavy sparse noises, enabling the new approach to be more resilient to outliers and large variations in the high-dimensional images in signal processing. The determination of the parameters is involved, and the affine transformations are cast as a convex optimization problem. To mitigate the computational complexity, alternating iteratively reweighted direction method of multipliers (ADMM) method is utilized to derive a new set of recursive equations to update the optimization variables and the affine transformations iteratively in a round-robin manner. The new algorithm is superior to the state-of-the-art works in terms of accuracy on various public databases.