Low rank approximation of a Hankel matrix by structured total least norm
This paper deals with the structure preserving low rank approximation of a matrix. By formulating the structure preserving low rank approximation problem as a constrained optimization problem, based on the structured total least norm, a new method is presented. An algorithm is described for Hankel structure preserving low rank approximation using a structured total least norm with the \(L_p\) norm. Numerical examples are presented to demonstrate the performances of the new method. The results show that the new method takes advantages over other methods such as singular value decomposition based method and \textit{J. A. Cadzow's} method [IEEE Trans. Acoustics, Speech, and Signal Processing, No. 1, ASSP-36, 49-62 (1988; Zbl 0649.93059)].
structure preserving low rank approximation
scientific article; zbMATH DE number 1398431