Welcome to the new version of CaltechAUTHORS. Login is currently restricted to library staff. If you notice any issues, please email coda@library.caltech.edu
Published June 2004 | Published
Book Section - Chapter Open

Rank minimization and applications in system theory

Abstract

In this tutorial paper, we consider the problem of minimizing the rank of a matrix over a convex set. The rank minimization problem (RMP) arises in diverse areas such as control, system identification, statistics and signal processing, and is known to be computationally NP-hard. We give an overview of the problem, its interpretations, applications, and solution methods. In particular, we focus on how convex optimization can be used to develop heuristic methods for this problem.

Additional Information

© 2004 IEEE.

Attached Files

Published - 01384521.pdf

Files

01384521.pdf
Files (455.3 kB)
Name Size Download all
md5:1944a30725724045b245a649b6dec6cb
455.3 kB Preview Download

Additional details

Created:
August 19, 2023
Modified:
October 25, 2023