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Structured Low-rank Approximation as a Rational Function Minimization

Structured Low-rank Approximation as a Rational Function Minimization
Structured Low-rank Approximation as a Rational Function Minimization
Many problems of system identification, model reduction and signal processing can be posed and solved as a structured low-rank approximation problem (SLRA). In this paper a reformulation of SLRA as minimization of a multivariate rational function is considered. Using two different parametrizations, we show that the problem reduces to optimization over a compact manifold or to a set of optimization problems over bounded domains of Euclidean space. We make a review of methods of polynomial algebra for global optimization of the rational cost function.
722-727
Usevich, Konstantin
1ab9effb-9945-40b6-94d7-f94dd0339110
Markovsky, Ivan
7d632d37-2100-41be-a4ff-90b92752212c
Usevich, Konstantin
1ab9effb-9945-40b6-94d7-f94dd0339110
Markovsky, Ivan
7d632d37-2100-41be-a4ff-90b92752212c

Usevich, Konstantin and Markovsky, Ivan (2012) Structured Low-rank Approximation as a Rational Function Minimization. 16th IFAC Symposium on System Identification Brussels. 11 - 13 Jul 2012. pp. 722-727 .

Record type: Conference or Workshop Item (Paper)

Abstract

Many problems of system identification, model reduction and signal processing can be posed and solved as a structured low-rank approximation problem (SLRA). In this paper a reformulation of SLRA as minimization of a multivariate rational function is considered. Using two different parametrizations, we show that the problem reduces to optimization over a compact manifold or to a set of optimization problems over bounded domains of Euclidean space. We make a review of methods of polynomial algebra for global optimization of the rational cost function.

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Published date: 2012
Venue - Dates: 16th IFAC Symposium on System Identification Brussels, 2012-07-11 - 2012-07-13
Organisations: Southampton Wireless Group

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Local EPrints ID: 273000
URI: http://eprints.soton.ac.uk/id/eprint/273000
PURE UUID: b3a119da-b2c5-4366-89f5-b0f37edb5913

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Date deposited: 15 Nov 2011 18:08
Last modified: 14 Mar 2024 10:15

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Contributors

Author: Konstantin Usevich
Author: Ivan Markovsky

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