Software for weighted structured low-rank approximation

DOI10.1016/J.CAM.2013.07.048zbMath1314.65067OpenAlexW2012415146MaRDI QIDQ2348979

Ivan Markovsky, Konstantin Usevich

Publication date: 16 June 2015

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cam.2013.07.048

zbMATH Keywords

system identificationdeconvolutiontotal least squareslow-rank approximationvariable projectionmosaic Hankel matrix

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Software, source code, etc. for problems pertaining to linear algebra (15-04)

Related Items (18)

Rank-constrained optimization and its applications ⋮ Minimum rank positive semidefinite solution to the matrix approximation problem in the spectral norm ⋮ An ODE-based method for computing the approximate greatest common divisor of polynomials ⋮ Rank constrained matrix best approximation problem ⋮ An inexact projected gradient method with rounding and lifting by nonlinear programming for solving rank-one semidefinite relaxation of polynomial optimization ⋮ Stochastic algorithms for solving structured low-rank matrix approximation problems ⋮ Realization and identification of autonomous linear periodically time-varying systems ⋮ Optimization on a Grassmann manifold with application to system identification ⋮ A Hybrid Penalty Method for a Class of Optimization Problems with Multiple Rank Constraints ⋮ Rank constrained matrix best approximation problem with respect to (skew) Hermitian matrices ⋮ Optimal approximation with exponential sums by a maximum likelihood modification of Prony's method ⋮ Minimum rank Hermitian solution to the matrix approximation problem in the spectral norm and its application ⋮ MIMO system identification using common denominator and numerators with known degrees ⋮ Reduction of nonlinear embedded boundary models for problems with evolving interfaces ⋮ Blind deconvolution of covariance matrix inverses for autoregressive processes ⋮ A Convex Relaxation to Compute the Nearest Structured Rank Deficient Matrix ⋮ An ODE-Based Method for Computing the Distance of Coprime Polynomials to Common Divisibility ⋮ Variable projection methods for approximate (greatest) common divisor computations

Uses Software

• GSL
• Daisy
• SLRA

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