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