A class of weighted low rank approximation of the positive semidefinite Hankel matrix (Q305468): Difference between revisions
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Summary: We consider the weighted low rank approximation of the positive semidefinite Hankel matrix problem arising in signal processing. By using the Vandermonde representation, we firstly transform the problem into an unconstrained optimization problem and then use the nonlinear conjugate gradient algorithm with the Armijo line search to solve the equivalent unconstrained optimization problem. Numerical examples illustrate that the new method is feasible and effective. | |||
Property / review text: Summary: We consider the weighted low rank approximation of the positive semidefinite Hankel matrix problem arising in signal processing. By using the Vandermonde representation, we firstly transform the problem into an unconstrained optimization problem and then use the nonlinear conjugate gradient algorithm with the Armijo line search to solve the equivalent unconstrained optimization problem. Numerical examples illustrate that the new method is feasible and effective. / rank | |||
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Property / Mathematics Subject Classification ID: 65K05 / rank | |||
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Property / Mathematics Subject Classification ID: 94A12 / rank | |||
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Property / Mathematics Subject Classification ID: 90C30 / rank | |||
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Property / zbMATH DE Number: 6620385 / rank | |||
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semidefinite Hankel matrix | |||
Property / zbMATH Keywords: semidefinite Hankel matrix / rank | |||
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signal processing | |||
Property / zbMATH Keywords: signal processing / rank | |||
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unconstrained optimization | |||
Property / zbMATH Keywords: unconstrained optimization / rank | |||
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nonlinear conjugate gradient algorithm | |||
Property / zbMATH Keywords: nonlinear conjugate gradient algorithm / rank | |||
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Armijo line search | |||
Property / zbMATH Keywords: Armijo line search / rank | |||
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numerical examples | |||
Property / zbMATH Keywords: numerical examples / rank | |||
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Revision as of 23:53, 27 June 2023
scientific article
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English | A class of weighted low rank approximation of the positive semidefinite Hankel matrix |
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A class of weighted low rank approximation of the positive semidefinite Hankel matrix (English)
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30 August 2016
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Summary: We consider the weighted low rank approximation of the positive semidefinite Hankel matrix problem arising in signal processing. By using the Vandermonde representation, we firstly transform the problem into an unconstrained optimization problem and then use the nonlinear conjugate gradient algorithm with the Armijo line search to solve the equivalent unconstrained optimization problem. Numerical examples illustrate that the new method is feasible and effective.
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semidefinite Hankel matrix
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signal processing
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unconstrained optimization
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nonlinear conjugate gradient algorithm
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Armijo line search
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numerical examples
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