On incremental and robust subspace learning

Principal Component Analysis (PCA) has been of great interest in computer vision and pattern recognition. In particular, incrementally learning a PCA model, which is computationally efficient for large scale problems as well as adaptable to reflect the variable state of a dynamic system, is an attractive research topic with numerous applications such as adaptive background modelling and active object recognition. In addition, the conventional PCA, in the sense of least mean squared error minimisation, is susceptible to outlying measurements. To address these two important issues, we present a novel algorithm of incremental PCA, and then extend it to robust PCA. Compared with the previous studies on robust PCA, our algorithm is computationally more efficient. We demonstrate the performance of these algorithms with experimental results on dynamic background modelling and multi-view face modelling. Keywords Principal Component Analysis (PCA), incremental PCA, robust PCA, background modelling, multi-view face modellin