Modal decomposition from partial measurements

A data set over space and time is assumed to have a low-rank representation in separated spatial and temporal modes. The problem of evaluating these modes from a temporal series of partial measurements is considered. Each elementary instantaneous measurement captures only a “window” (in space) of the observed data set, but the position of this window varies in time so as to cover the entire region of interest and would allow for a complete measurement would the scene be static. A novel procedure, alternative to the Gappy Proper Orthogonal Decomposition (GPOD) methodology, is introduced. It is a fixed-point iterative procedure where modes are evaluated sequentially. Tested upon very sparse acquisition (1% of measurements being available) and very noisy synthetic data sets (10% noise), the proposed algorithm is shown to outperform two variants of the GPOD algorithm, with much faster convergence, and better reconstruction of the entire data set.