Mixed Alternating Projections with Application to Hankel Low-Rank Approximation

The method of alternating projections for extracting low-rank signals is considered. The problem of decreasing the computational costs while keeping the estimation accuracy is analyzed. The proposed algorithm consists of alternating projections on the set of low-rank matrices and the set of Hankel m...

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Bibliographic Details
Main Authors: Nikita Zvonarev, Nina Golyandina
Format: Article
Language:English
Published: MDPI AG 2022-12-01
Series:Algorithms
Subjects:
Online Access:https://www.mdpi.com/1999-4893/15/12/460