In this paper, we investigate the complexity of the numerical construction of the so-called Hankel structured low-rank approximation (HSLRA). Briefly, HSLRA is the problem of finding the closest (in some pre-defined norm) rank r approximation of a given Hankel matrix, which is also of Hankel structure.
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Research Article| October 20 2016
Optimization problems in structured low rank approximation
AIP Conf. Proc. 1776, 060004 (2016)
Jonathan Gillard, Dmitri Kvasov, Anatoly Zhigljavsky; Optimization problems in structured low rank approximation. AIP Conf. Proc. 20 October 2016; 1776 (1): 060004. https://doi.org/10.1063/1.4965338
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