Rank-Sparsity Incoherence for Matrix Decomposition

Abstract

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 intractable to solve in general. In this paper we consider a convex… (More)
DOI: 10.1137/090761793

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