Correction of Corrupted Columns Through Fast Robust Hankel Matrix Completion

This paper studies the robust matrix completion (RMC) problem with the objective to recover a low-rank matrix from partial observations that may contain significant errors. If all the observations in one column are erroneous, existing RMC methods can locate the corrupted column at best but cannot recover the actual data in that column. Low-rank Hankel matrices characterize the additional correlations among columns besides the low-rankness and exist in power system monitoring, magnetic resonance imaging (MRI) imaging, and array signal processing. Exploiting the low-rank Hankel property, this paper develops an alternating-projection-based fast algorithm to solve the nonconvex RMC problem. The algorithm converges to the ground-truth low-rank matrix with a linear rate even when all the measurements in a constant fraction of columns are corrupted. The required number of observations is significantly less than the existing bounds for the conventional RMC. Numerical results are reported to evaluate the proposed algorithm.