Grassmannian Optimization for Online Tensor Completion and Tracking with the t-SVD. (arXiv:2001.11419v4 [eess.SP] UPDATED)

We propose a new fast streaming algorithm for the tensor completion problem
of imputing missing entries of a low-tubal-rank tensor using the tensor
singular value decomposition (t-SVD) algebraic framework. We show the t-SVD is
a specialization of the well-studied block-term decomposition for third-order
tensors, and we present an algorithm under this model that can track changing
free submodules from incomplete streaming 2-D data. The proposed algorithm uses
principles from incremental gradient descent on the Grassmann manifold of
subspaces to solve …

arxiv optimization svd tensor tracking