arXivDaily arXiv每日学术速递 周一至周五更新
arXiv 2002.06621math.NAcs.NA
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Hankel结构低秩逼近的梯度系统方法

A gradient system approach for Hankel structured low-rank approximation

Antonio Fazzi, Nicola Guglielmi, Ivan Markovsky

摘要:

秩亏汉克尔矩阵是几个应用的核心。然而,在实践中,由于例如测量误差和计算误差,这些矩阵的系数是有噪声的,因此通常所涉及的矩阵是满秩的。这激发了Hankel结构低秩逼近问题。结构化的低秩近似问题,一般来说,没有一个全局和有效解技术。本文提出了一种基于两级迭代的局部最优化方法。实验结果表明,该算法通常达到良好的精度,并表现出更高的鲁棒性相对于初始近似,相比其他方法。

英文摘要:

Rank deficient Hankel matrices are at the core of several applications. However, in practice, the coefficients of these matrices are noisy due to e.g. measurements errors and computational errors, so generically the involved matrices are full rank. This motivates the problem of Hankel structured low-rank approximation. Structured low-rank approximation problems, in general, do not have a global and efficient solution technique. In this paper we propose a local optimization approach based on a two-levels iteration. Experimental results show that the proposed algorithm usually achieves good accuracy and shows a higher robustness with respect to the initial approximation, compared to alternative approaches.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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