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Real-Valued, Low Rank, Circulant Approximation

✍ Scribed by Chu, Moody T.; Plemmons, Robert J.


Book ID
118215982
Publisher
Society for Industrial and Applied Mathematics
Year
2003
Tongue
English
Weight
170 KB
Volume
24
Category
Article
ISSN
0895-4798

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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