Title: Recovery of Sparse and Low Rank Components of Matrices Using Iterative Method with Adaptive Thresholding,
Abstract: In this letter, we propose an algorithm for recovery of sparse and low rank
components of matrices using an iterative method with adaptive thresholding. In
each iteration, the low rank and sparse components are obtained using a
thresholding operator. This algorithm is fast and can be implemented easily. We
compare it with one of the most common fast methods in which the rank and
sparsity are approximated by $\ell_1$ norm. We also apply it to some real
applications where the noise is not so sparse. The simulation results show that
it has a suitable performance with low run-time.