A gradient system approach for Hankel structured low-rank approximation
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Abstract: Rank deficient Hankel matrices are at the core of several applications. However, in practice, the coefficients of these matrices are noisy due to e.g. measurements errors and computational errors, so generically the involved matrices are full rank. This motivates the problem of Hankel structured low-rank approximation. Structured low-rank approximation problems, in general, do not have a global and efficient solution technique. In this paper we propose a local optimization approach based on a two-levels iteration. Experimental results show that the proposed algorithm usually achieves good accuracy and shows a higher robustness with respect to the initial approximation, compared to alternative approaches.
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Cited in
(10)- Computationally efficient selection criterion of initial equation in STLN-based structured low-rank approximation
- Optimal rank-1 Hankel approximation of matrices: Frobenius norm and spectral norm and Cadzow's algorithm
- A class of weighted low rank approximation of the positive semidefinite Hankel matrix
- Hankel matrix rank minimization with applications to system identification and realization
- Structured low-rank approximation for nonlinear matrices
- Low rank approximation of a Hankel matrix by structured total least norm
- Structured Gradient Descent for Fast Robust Low-Rank Hankel Matrix Completion
- Implementation improvements and extensions of an ODE-based algorithm for structured low-rank approximation
- Factorization approach to structured low-rank approximation with applications
- Stochastic algorithms for solving structured low-rank matrix approximation problems
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