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Title: Structured weighted low rank approximation
Authors: Schuermans, Mieke ×
Lemmerling, Philippe
Van Huffel, Sabine #
Issue Date: Jun-2004
Publisher: John wiley & sons ltd
Series Title: Numerical linear algebra with applications vol:11 issue:5-6 pages:609-618
Abstract: This paper extends the weighted low rank approximation (WLRA) approach towards linearly structured matrices. In the case of Hankel matrices an equivalent unconstrained optimization problem is derived and an algorithm for solving it is proposed. The correctness of the latter algorithm is verified on a benchmark problem. Finally the statistical accuracy and numerical efficiency of the proposed algorithm is compared with that of STLNB, a previously proposed algorithm for solving Hankel WLRA problems. Copyright (C) 2004 John Wiley Sons, Ltd.
ISSN: 1070-5325
Publication status: published
KU Leuven publication type: IT
Appears in Collections:ESAT - STADIUS, Stadius Centre for Dynamical Systems, Signal Processing and Data Analytics
Tutorial services, Faculty of Engineering
× corresponding author
# (joint) last author

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