Structured low-rank approximation and its applications

Fitting data by a bounded complexity linear model is equivalent to low-rank approximation of a matrix constructed from the data. The data matrix being Hankel structured is equivalent to the existence of a linear time-invariant system that fits the data and the rank constraint is related to a bound o...

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Bibliographic Details
Main Author: Markovsky, Ivan (Author)
Format: Article
Language:English
Published: 2008-04.
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