Structured Low-Rank Approximation with Missing Data

DOI10.1137/120883050zbMath1271.93017OpenAlexW2027924293WikidataQ114615478 ScholiaQ114615478MaRDI QIDQ2848639

Konstantin Usevich, Ivan Markovsky

Publication date: 26 September 2013

Published in: SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/120883050

zbMATH Keywords

system identificationunconstrained minimizationmissing datalow-rank approximationvariable projectionregularized cost functionquadratic equality constraintsapproximate matrix completiondata-driven simulation problemsliterate programsingular linear least-norm problem

Mathematics Subject Classification ID

Related Items (17)

The most powerful unfalsified model for data with missing values ⋮ Computation of the nearest non-prime polynomial matrix: structured low-rank approximation approach ⋮ Desingularization of Bounded-Rank Matrix Sets ⋮ 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 ⋮ An efficient method for non-negative low-rank completion ⋮ Iterative algorithm for the Q-weighted nonnegative matrix factorization ⋮ Variable projection for affinely structured low-rank approximation in weighted \(2\)-norms ⋮ On the low rank solution of the Q‐weighted nearest correlation matrix problem ⋮ Modeling and identification of uncertain-input systems ⋮ On the Complexity of Robust PCA and ℓ₁-Norm Low-Rank Matrix Approximation ⋮ A gradient system for low rank matrix completion ⋮ A Riemannian gossip approach to subspace learning on Grassmann manifold ⋮ An ODE-Based Method for Computing the Distance of Coprime Polynomials to Common Divisibility ⋮ Structured low-rank approximation: optimization on matrix manifold approach ⋮ Variable projection methods for approximate (greatest) common divisor computations

Uses Software

• SLRA
• Noweb
• LMaFit

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