Software & Data Downloads — ROSETA

This script implements a revised version of the robust online subspace estimation and tracking algorithm (ROSETA) that is capable of identifying and tracking a time-varying low dimensional subspace from incomplete measurements and in the presence of sparse outliers. The algorithm minimizes a robust l1 norm cost function between the observed measurements and their projection onto the estimated subspace. The projection coefficients and sparse outliers are computed using a LASSO solver and the subspace estimate is updated using a proximal point iteration with adaptive parameter selection.

Access software at https://github.com/merlresearch/ROSETA.