Fast Cadzow's algorithm and a gradient variant

DOI10.1007/S10915-021-01550-8zbMath1472.62084arXiv1906.03572OpenAlexW3173675855MaRDI QIDQ2051041

Ke Wei, Tian-ming Wang, Hai-Feng Wang, Jian-Feng Cai

Publication date: 1 September 2021

Published in: Journal of Scientific Computing (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1906.03572

zbMATH Keywords

Cadzow's algorithmfast Cadzow's algorithmgradient variantlow rank Hankel structuretangent space projection

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Stochastic systems in control theory (general) (93E03)

Related Items (2)

Fast gradient method for low-rank matrix estimation ⋮ Nonnegative Low Rank Matrix Completion by Riemannian Optimalization Methods

Uses Software

• PROPACK
• CaterpillarSSA

Cites Work

• Unnamed Item
• Finding structure with randomness: Probabilistic algorithms for constructing approximate matrix decompositions
• CaterpillarSSA
• Cadzow's basic algorithm, alternating projections and singular spectrum analysis
• A review on singular spectrum analysis for economic and financial time series
• Extracting qualitative dynamics from experimental data
• Minimax estimation via wavelet shrinkage
• Fast and provable algorithms for spectrally sparse signal reconstruction via low-rank Hankel matrix completion
• Guarantees of Riemannian Optimization for Low Rank Matrix Recovery
• Low-Rank Matrix Completion by Riemannian Optimization
• Robust Spectral Compressed Sensing via Structured Matrix Completion
• A Randomized Algorithm for Principal Component Analysis
• Signal enhancement-a composite property mapping algorithm
• Estimating two-dimensional frequencies by matrix enhancement and matrix pencil
• De-noising by soft-thresholding

This page was built for publication: Fast Cadzow's algorithm and a gradient variant