This folder contains the code accompanying the following paper -to appear, IEEE Transactions on Signal Processing (2019).

[1] "Subspace Tracking from Missing and Outlier Corrupted Data"
     Praneeth Narayanamurthy, Vahid Daneshpajooh, and Namrata Vaswani
     arXiv:1810.03051v2 [cs.LG] 30 May 2019

List of main files:

1. wrapper_NORSTmiss_fixedsubspace.m : wrapper containing the simulated data experiments for NORST-miss in fixed Subspace
2. wrapper_NORSTmiss_changingsubspace.m : wrapper containing the simulated data experiments for NORST-miss in changing Subspace
3. wrapper_NORSTmissrob_simulateddata.m : wrapper containing the simulated data experiments for NORST-miss-rob
4. wrapper_NORSTsampeff.m : wrapper containing the simulated data experiments for NORST-samp-eff
5. wrapper_VideoAnalysis.m  : wrapper for background recovery in videos.
6. NORST.m       : main function which implements the NORST-miss-robust algorithm for subspace tracking (on simulated data)
7. NORST_random.m: main function which implements the NORST-miss algorithm for subspace tracking (on simulated data)
8. NORST_video.m : main function which implements the NORST-miss-robust algorithm for background recovery (real data-video)

Folders:

YALL1 : folder containing files to implement ell-1 minimization.
PROPACK : Linear Algebra toolbox for MATLAB
data : folder containing several video data matrices for the task of background recovery

Other files:

ncrpca : code implemented Non-convex Robust PCA, NIPS 14 downloaded from authors' website and its accompaniments lansvd, lanbpro etc
cgls : fast method to implement least squares
simpleEVD : simple Eigen Value Decomposition
Calc_SubspaceError : it calculates the distance between two subspaces

For any further questions/suggestions please contact us @ vahidd/pkurpadn [at] iastate [dot] edu