Anomaly detection using RPCA and ICA
US11887012B1 · kind B1 · utility
Assignee
Inventors
Key dates
| Filing date | Jul 19, 2023 |
| Grant date | Jan 30, 2024 |
| Priority date | — |
| Expiry date | Jul 19, 2043 |
Classification
- Technology area (CPC G)Physics
- CPC primaryG06N20/10
- WIPO fieldComputer technology
- WIPO sectorElectrical engineering
Abstract
A computing device identifies an anomaly among a plurality of observation vectors. An observation vector is projected using a predefined orthogonal complement matrix. The predefined orthogonal complement matrix is determined from a decomposition of a low-rank matrix. The low-rank matrix is computed using a robust principal component analysis algorithm. The projected observation vector is multiplied by a predefined demixing matrix to define a demixed observation vector. The predefined demixing matrix is computed using an independent component analysis algorithm and the predefined orthogonal complement matrix. A detection statistic value is computed from the defined, demixed observation vector. When the computed detection statistic value is greater than or equal to a predefined anomaly threshold value, an indicator is output that the observation vector is an anomaly.
Source: USPTO / EPO open patent data. Objective bibliographic and citation counts.