Factorization Approach to Structured Low-Rank Approximation with Applications

DOI10.1137/130931655zbMath1305.65131arXiv1308.1827OpenAlexW2963980665MaRDI QIDQ2936593

Ivan Markovsky, Mariya Ishteva, Konstantin Usevich

Publication date: 17 December 2014

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

Full work available at URL: https://arxiv.org/abs/1308.1827

zbMATH Keywords

system identificationnumerical examplesmissing datapenalty methodlow-rank approximationoptimization algorithmaffine structureapproximate greatest common divisorsymmetric tensor decomposition

Mathematics Subject Classification ID

Related Items (9)

Computation of the nearest non-prime polynomial matrix: structured low-rank approximation approach ⋮ Novel alternating update method for low rank approximation of structured matrices ⋮ A Hybrid Penalty Method for a Class of Optimization Problems with Multiple Rank Constraints ⋮ Optimal rank-1 Hankel approximation of matrices: Frobenius norm and spectral norm and Cadzow's algorithm ⋮ Optimal approximation with exponential sums by a maximum likelihood modification of Prony's method ⋮ Best Low-rank Approximations and Kolmogorov $n$-widths ⋮ 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

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