Low-Rank Approximation Algorithms, Implementation, Applications
This book is a comprehensive exposition of the theory, algorithms, and applications of structured low-rank approximation. Local optimization methods and effective suboptimal convex relaxations for Toeplitz, Hankel, and Sylvester structured problems are pr
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Ivan Markovsky
Low-Rank Approximation Algorithms, Implementation, Applications Second Edition
Communications and Control Engineering Series editors Alberto Isidori, Roma, Italy Jan H. van Schuppen, Amsterdam, The Netherlands Eduardo D. Sontag, Boston, USA Miroslav Krstic, La Jolla, USA
Communications and Control Engineering is a high-level academic monograph series publishing research in control and systems theory, control engineering and communications. It has worldwide distribution to engineers, researchers, educators (several of the titles in this series find use as advanced textbooks although that is not their primary purpose), and libraries. The series reflects the major technological and mathematical advances that have a great impact in the fields of communication and control. The range of areas to which control and systems theory is applied is broadening rapidly with particular growth being noticeable in the fields of finance and biologically-inspired control. Books in this series generally pull together many related research threads in more mature areas of the subject than the highly-specialised volumes of Lecture Notes in Control and Information Sciences. This series’s mathematical and control-theoretic emphasis is complemented by Advances in Industrial Control which provides a much more applied, engineering-oriented outlook. Publishing Ethics: Researchers should conduct their research from research proposal to publication in line with best practices and codes of conduct of relevant professional bodies and/or national and international regulatory bodies. For more details on individual ethics matters please see: https://www.springer.com/gp/authors-editors/journal-author/journal-authorhelpdesk/publishing-ethics/14214
More information about this series at http://www.springer.com/series/61
Ivan Markovsky
Low-Rank Approximation Algorithms, Implementation, Applications Second Edition
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Ivan Markovsky Department ELEC Vrije Universiteit Brussel Brussels, Belgium
Additional material to this book, including lecture slides, can be downloaded from http:// extras.springer.com. ISSN 0178-5354 ISSN 2197-7119 (electronic) Communications and Control Engineering ISBN 978-3-319-89619-9 ISBN 978-3-319-89620-5 (eBook) https://doi.org/10.1007/978-3-319-89620-5 Library of Congress Control Number: 2018939004 MATLAB® is a registered trademark of The MathWorks, Inc., 3 Apple Hill Drive, Natick, MA 01760-2098, USA, http://www.mathworks.com. Mathematics Subject Classification (2010): 93A30, 93B30, 93B40, 37M10, 41A29, 62J12, 49N30 1st edition: © Springer-Verlag London Limited 2012 2nd edition: © Springer International Publishing AG, part of Springer Nature 2019 This work is subject to copyright. All rights are reserved by the Publisher, whether the whole or part of the material is concerned, specifically the rights of translation, reprinting, reuse of illustrations, recitation, broadcasting, reproduction on microfilms or in any other physical way, and transmission or information storage and retrieval, electronic adaptation, c
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