Low rank approximation. Algorithms, implementation, applications (Q640674)

This is a carefully-elaborated monographic work on low rank approximation. It covers the state of the art in this field (key theoretical topics accompanied by the description of the associated algorithms) and discusses various classes of applications. The book provides a rigorous and self-contained material, including numerical examples implemented in MATLAB and a collection of relevant problems. The exposition corresponds to a postgraduate level. The text contains seven chapters structured in two main parts, complemented by three appendices, as follows: 1. Introduction, Part I Linear modeling problems (2. From data to models; 3. Algorithms; 4. Applications in system, control, and signal processing), Part II Miscellaneous generalizations (5. Missing data, centering, and constraints; 6. Nonlinear static data modeling; 7. Fast measurements of slow processes), Appendix A Approximate solution of an overdetermined system of equations; Appendix B Proofs; Appendix P Problems.