A Fast Algorithm for a Weighted Low Rank Approximation

arXiv1703.06303MaRDI QIDQ6284480FDOQ6284480

Authors: Aritra Dutta, Xin Li 

Publication date: 18 March 2017

Abstract: Matrix low rank approximation including the classical PCA and the robust PCA (RPCA) method have been applied to solve the background modeling problem in video analysis. Recently, it has been demonstrated that a special weighted low rank approximation of matrices can be made robust to the outliers similar to the $el{l}_1$-norm in RPCA method. In this work, we propose a new algorithm that can speed up the existing algorithm for solving the special weighted low rank approximation and demonstrate its use in background estimation problem.

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