Low Rank Approximation (eBook, PDF)
Ivan Markovsky
eBook, PDF

Low Rank Approximation (eBook, PDF)

Algorithms, Implementation, Applications

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Matrix low-rank approximation is intimately related to data modelling; a problem that arises frequently in many different fields. Low Rank Approximation: Algorithms, Implementation, Applications is a comprehensive exposition of the theory, algorithms, and applications of structured low-rank approximation. Local optimization methods and effective suboptimal convex relaxations for Toeplitz, Hankel, and Sylvester structured problems are presented. A major part of the text is devoted to application of the theory. Applications described include:system and control theory: approximate realization, mo...

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