Spectrum estimation with missing values: a regularized nuclear norm minimization approach

DOI10.1142/S0219691316500545MaRDI QIDQ5506749zbMATH OpenOpenAlexFDO

Authors Hüseyin Akçay, Semiha Türkay

Publication date 16 December 2016

Published in International Journal of Wavelets, Multiresolution and Information Processing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1142/s0219691316500545

zbMATH Keywords

missing datanuclear normpower spectrumregularizationsubspace identification

Mathematics Subject Classification ID

Ill-posedness and regularization problems in numerical linear algebra (65F22) Estimation and detection in stochastic control theory (93E10) Identification in stochastic control theory (93E12)

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Cites work

• Distributed optimization and statistical learning via the alternating direction method of multipliers
• Hankel matrix rank minimization with applications to system identification and realization
• scientific article; zbMATH DE number 4011713 (Why is no real title available?)
• scientific article; zbMATH DE number 4088699 (Why is no real title available?)
• scientific article; zbMATH DE number 3567782 (Why is no real title available?)
• scientific article; zbMATH DE number 6276219 (Why is no real title available?)
• Nuclear norm system identification with missing inputs and outputs

Cited in

(4)

• Subspace-based spectrum estimation in innovation models by mixed norm minimization
• Nuclear norm system identification with missing inputs and outputs
• Missing data spectral estimation using l_q penalized matrix completion
• Spectral estimation in the presence of missing data

Describes a project that uses

Uses Software

• System Identification Toolbox
• Matlab

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