
164
seCurity and PrivaCy in smart Grids
In the presented simulations, the inexact augmented Lagrange
multiplier (IALM)
71
method is employed to recover the sparse com-
ponent
ˆ
S and the low-rank component
ˆ
L from the observation matrix
R. e parameters for the IALM algorithm are set identical to the
default values of the code, which can be downloaded from the Web
site.
72
e errors between the recovered and the original matrices are
computed by
,
LL
SS
F
F
. (5.12)
e simulation results are based on the theoretical covariance
matrix of a random process
y(n) = x(n) + w(n), (5.13)
in which
x nAfnT
lll
() sin( )
∑
2
, (5.14)
x(n) and w(n) are as ...