Online Decomposition of Compressive Streaming Data Using $n$-$\ell_1$ Cluster-Weighted Minimization.

We consider a decomposition method for compressive streaming data in the context of online compressive Robust Principle Component Analysis (RPCA). The proposed decomposition solves an $n$-$\ell_1$ cluster-weighted minimization to decompose a sequence of frames (or vectors), into sparse and low-rank components, from compressive measurements. Our method processes a data vector of the stream per time instance from a small number of measurements in contrast to conventional batch RPCA, which needs to access full data. The $n$-$\ell_1$ cluster-weighted minimization leverages the sparse components along with their correlations with multiple previously-recovered sparse vectors. Moreover, the proposed minimization can exploit the structures of sparse components via clustering and re-weighting iteratively. The method outperforms the existing methods for both numerical data and actual video data.