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Rank minimization and applications in system theory

Fazel, M. and Hindi, H. and Boyd, S. (2004) Rank minimization and applications in system theory. In: Proceedings of the 2004 American Control Conference. Vol.4. IEEE , Piscataway, NJ, pp. 3273-3278. ISBN 0-7803-8335-4. https://resolver.caltech.edu/CaltechAUTHORS:20170518-112026555

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Abstract

In this tutorial paper, we consider the problem of minimizing the rank of a matrix over a convex set. The rank minimization problem (RMP) arises in diverse areas such as control, system identification, statistics and signal processing, and is known to be computationally NP-hard. We give an overview of the problem, its interpretations, applications, and solution methods. In particular, we focus on how convex optimization can be used to develop heuristic methods for this problem.


Item Type:Book Section
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http://ieeexplore.ieee.org/document/1384521/PublisherArticle
Additional Information:© 2004 IEEE.
Record Number:CaltechAUTHORS:20170518-112026555
Persistent URL:https://resolver.caltech.edu/CaltechAUTHORS:20170518-112026555
Official Citation:M. Fazel, H. Hindi and S. Boyd, "Rank minimization and applications in system theory," Proceedings of the 2004 American Control Conference, Boston, MA, USA, 2004, pp. 3273-3278 vol.4.
Usage Policy:No commercial reproduction, distribution, display or performance rights in this work are provided.
ID Code:77572
Collection:CaltechAUTHORS
Deposited By: Kristin Buxton
Deposited On:18 May 2017 18:43
Last Modified:03 Oct 2019 17:59

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