On the Nuclear Norm heuristic for a Hankel matrix Recovery Problem
Systems and Control
2014-04-24 v4 Optimization and Control
Abstract
This note addresses the question if and why the nuclear norm heuristic can recover an impulse response generated by a stable single-real-pole system, if elements of the upper-triangle of the associated Hankel matrix were given. Since the setting is deterministic, theories based on stochastic assumptions for low-rank matrix recovery do not apply here. A 'certificate' which guarantees the completion is constructed by exploring the structural information of the hidden matrix. Experimental results and discussions regarding the nuclear norm heuristic applied to a more general setting are also given.
Keywords
Cite
@article{arxiv.1207.4420,
title = {On the Nuclear Norm heuristic for a Hankel matrix Recovery Problem},
author = {Liang Dai and Kristiaan Pelckmans},
journal= {arXiv preprint arXiv:1207.4420},
year = {2014}
}