A class of weighted low rank approximation of the positive semidefinite Hankel matrix (Q305468)
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scientific article; zbMATH DE number 6620385
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| English | A class of weighted low rank approximation of the positive semidefinite Hankel matrix |
scientific article; zbMATH DE number 6620385 |
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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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0.8707333207130432
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0.8488829135894775
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0.8244469165802002
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0.8162025213241577
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