Solving Hankel matrix approximation problem using semidefinite programming
نویسندگان
چکیده
منابع مشابه
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Approximating the nearest positive semidefinite Hankel matrix in the Frobenius norm to an arbitrary data covariance matrix is useful in many areas of engineering, including signal processing and control theory. In this paper, interior point primal-dual path-following method will be used to solve our problem after reformulating it into different forms, first as a semidefinite programming problem...
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ژورنال
عنوان ژورنال: Journal of Computational and Applied Mathematics
سال: 2007
ISSN: 0377-0427
DOI: 10.1016/j.cam.2006.02.033