# Analysis of Structured Low Rank Approximation as an Optimization Problem

@article{Gillard2011AnalysisOS, title={Analysis of Structured Low Rank Approximation as an Optimization Problem}, author={Jonathan Gillard and Anatoly A. Zhigljavsky}, journal={Informatica, Lith. Acad. Sci.}, year={2011}, volume={22}, pages={489-505} }

- Published 2011 in Informatica, Lith. Acad. Sci.

In this paper, we consider the so-called structured low rank approximation (SLRA) problem as a problem of optimization on the set of either matrices or vectors. Briefly, SLRA is defined as follows. Given an initial matrix with a certain structure (for example, Hankel), the aim is to find a matrix of specified lower rank that approximates this initial matrix, whilst maintaining the initial structure. We demonstrate that the optimization problem arising is typically very difficult; in particular… CONTINUE READING