Structured low-rank approximation and it
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Ivan Markovsky
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Article
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2008
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Elsevier Science
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English
β 364 KB
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