Spectrum estimation with missing values: A regularized nuclear norm minimization approach

DOI10.1142/S0219691316500545zbMath1417.93322OpenAlexW2525641292MaRDI QIDQ5506749

Hüseyin Akçay, Semiha Türkay

Publication date: 16 December 2016

Published in: International Journal of Wavelets, Multiresolution and Information Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/s0219691316500545

zbMATH Keywords

subspace identificationregularizationpower spectrummissing datanuclear norm

Mathematics Subject Classification ID

Ill-posedness and regularization problems in numerical linear algebra (65F22) Estimation and detection in stochastic control theory (93E10) Identification in stochastic control theory (93E12)

Related Items (1)

Subspace-based spectrum estimation in innovation models by mixed norm minimization

Uses Software

• Matlab
• System Identification Toolbox

Cites Work

• Distributed Optimization and Statistical Learning via the Alternating Direction Method of Multipliers
• Nuclear norm system identification with missing inputs and outputs
• Hankel Matrix Rank Minimization with Applications to System Identification and Realization
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