Rank-Sparsity Incoherence for Matrix Decomposition
نویسندگان
چکیده
منابع مشابه
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 NP-hard in general. In this paper we consider a convex optimization formulation to splitting the specified mat...
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ژورنال
عنوان ژورنال: SIAM Journal on Optimization
سال: 2011
ISSN: 1052-6234,1095-7189
DOI: 10.1137/090761793