In this work we study the problem of Subspace Tracking with missing data (ST-miss) and outliers (Robust ST-miss). We propose a novel algorithm, and provide a guarantee for both these problems. Unlike past work on this topic, the current work does not impose the piecewise constant subspace change assumption. Additionally, the proposed algorithm is much simpler (uses fewer parameters) than our previous work. Secondly, we extend our approach and its analysis to provably solving these problems when the data is federated and when the over-air data communication modality is used for information exchange between the $K$ peer nodes and the center. We validate our theoretical claims with extensive numerical experiments.
翻译:在这项工作中,我们用缺失的数据(ST-miss)和外部线(Robust ST-miss)来研究子空间跟踪问题。 我们提出了一个新的算法,并为这两个问题提供了保障。 与以往关于这个专题的工作不同,目前的工作并没有强制采用片式不变的子空间变化假设。 此外,提议的算法比我们以前的工作简单得多(使用较少的参数 ) 。 其次,我们扩展了我们的方法及其分析,以便在数据被粘合和在高空数据通信模式用于美元对等节点和中心之间的信息交流时,可以找到解决这些问题的办法。 我们用大量的数字实验来验证我们的理论主张。