Scalable Structured Low Rank Matrix Optimization Problems
Slides
Related content
Report a problem or upload files
If you have found a problem with this lecture or would like to send us extra material, articles, exercises, etc., please use our ticket system to describe your request and upload the data.Enter your e-mail into the 'Cc' field, and we will keep you updated with your request's status.
Description
We consider a class of structured low rank matrix optimization problems. We represent the desired structure by a linear map, termed mutation, that can encode matrices having entries partitioned into known disjoined groups. Our interest arises in particular from concatenated block-Hankel matrices that appear in formulations for input-output linear system identification problems with noisy and/or partially unobserved data. We present an algorithm and test it against an existing alternative.
Link this page
Would you like to put a link to this lecture on your homepage?Go ahead! Copy the HTML snippet !
Write your own review or comment: