Author:

Keywords:

rank reduction, structured matrices, weighted norm, total least-squares, SISTA, Science & Technology, Physical Sciences, Mathematics, Applied, Mathematics, 0102 Applied Mathematics, 0103 Numerical and Computational Mathematics, Numerical & Computational Mathematics, 4901 Applied mathematics, 4903 Numerical and computational mathematics

Abstract:

This paper extends the weighted low rank approximation (WLRA) approach to linearly structured matrices. In the case of Hankel matrices with a special block structure, an equivalent unconstrained optimization problem is derived and an algorithm for solving it is proposed. Copyright (C) 2005 John Wiley & Sons, Ltd.