J. Kiskiras

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This note outlines an algorithm for solving the complex “matrix Procrustes problem”. This is a least-squares approximation over the cone of positive semi-definite Hermitian matrices, which has a number of applications in the areas of Optimization, Signal Processing and Control. The work generalises the method of [J.C. Allwright, “Positive semidefinite(More)
This note outlines an algorithm for solving the complex “matrix Procrustes problem”. This is a least-squares approximation over the cone of positive semi-definite Hermitian matrices, which has a number of applications in the areas of Optimization, Signal Processing and Control. The work generalises the method of [1], who obtained a numerical solution to the(More)
An explicit state-space approach is presented for solving the super-optimal Nehari-extension problem. The approach is based on the all-pass dilation technique developed in [JL93] which offers considerable advantages compared to traditional methods relying on a diagonalisation procedure via a Schmidt pair of the Hankel operator associated with the problem.(More)
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