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Block‐row Hankel weighted low rank approximation |
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| Authors: | M. Schuermans P. Lemmerling S. Van Huffel |
| Abstract: | This paper extends the weighted low rank approximation (WLRA) approach to linearly structured matrices. In the case of Hankel matrices with a special block structure, an equivalent unconstrained optimization problem is derived and an algorithm for solving it is proposed. Copyright © 2005 John Wiley & Sons, Ltd. |
| Keywords: | rank reduction structured matrices weighted norm |