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- Title
Structured weighted low rank approximation.
- Authors
Schuermans, M.; Lemmerling, P.; Van Huffel, S.
- 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 © 2004 John Wiley & Sons, Ltd.
- Subjects
APPROXIMATION theory; HANKEL functions; MATRICES (Mathematics); MATHEMATICAL optimization; ALGORITHMS
- Publication
Numerical Linear Algebra with Applications, 2004, Vol 11, Issue 5/6, p609
- ISSN
1070-5325
- Publication type
Article
- DOI
10.1002/nla.362