Interior-Point Method for Nuclear Norm Approximation with Application to System Identification

DOI10.1137/090755436zbMath1201.90151OpenAlexW2059283452MaRDI QIDQ3584157

Publication date: 19 August 2010

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

Full work available at URL: https://semanticscholar.org/paper/5f375bb9c691862caf11322679c94219c0057c83

zbMATH Keywords

system identification semidefinite programming interior-point methods matrix rank minimization subspace algorithm nuclear norm approximation

Mathematics Subject Classification ID

Semidefinite programming (90C22) Convex programming (90C25) Interior-point methods (90C51) System identification (93B30)

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