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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.

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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.

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Additional Information:© 2004 IEEE.
Record Number:CaltechAUTHORS:20170518-112026555
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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
Deposited On:18 May 2017 18:43
Last Modified:03 Oct 2019 17:59

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