Low rank approximation of a Hankel matrix by structured total least norm

DOI10.1023/A:1022347425533zbMath0944.65043OpenAlexW191724716MaRDI QIDQ1963917

J. Ben Rosen, Lei Zhang, Haesun Park

Publication date: 3 February 2000

Published in: BIT (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1022347425533

zbMATH Keywords

algorithmconstrained optimizationnumerical examplessingular value decompositionperformancesrank reductionoverdetermined linear systemHankel structurestructured total least normstructure preserving low rank approximation

Mathematics Subject Classification ID

Numerical solutions to overdetermined systems, pseudoinverses (65F20)

Related Items (15)

Structured low rank approximation ⋮ A quadratically convergent algorithm for structured low-rank approximation ⋮ A class of weighted low rank approximation of the positive semidefinite Hankel matrix ⋮ Novel alternating update method for low rank approximation of structured matrices ⋮ Solving Hankel matrix approximation problem using semidefinite programming ⋮ Enhanced image approximation using shifted rank-1 reconstruction ⋮ Dynamic behavior analysis via structured rank minimization ⋮ Stochastic algorithms for solving structured low-rank matrix approximation problems ⋮ Optimization challenges in the structured low rank approximation problem ⋮ A study of singular spectrum analysis with global optimization techniques ⋮ Total least norm solution for linear structured EIV model ⋮ A class of multilevel structured low-rank approximation arising in material processing ⋮ Approximate factorization of multivariate polynomials using singular value decomposition ⋮ A gradient system approach for Hankel structured low-rank approximation ⋮ Low rank approximation of the symmetric positive semidefinite matrix

Uses Software

• MINOS
• DGGLSE

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