A new approximation of the matrix rank function and its application to matrix rank minimization (Q481777)
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English | A new approximation of the matrix rank function and its application to matrix rank minimization |
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A new approximation of the matrix rank function and its application to matrix rank minimization (English)
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15 December 2014
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The author considers the NP-hard matrix rank minimization problem which has a variety of applications, eg in control, signal processing and system identification. New approximation functions are introduced which have general properties of generic approximation functions, eg controllability of accuracy. A corresponding numerical method is designed and illustrating numerical results are presented.
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matrix rank minimization
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approximation function
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projected gradient method
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successive projected gradient method
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