Titlebook: Low Rank Approximation; Algorithms, Implemen Ivan Markovsky Book 20121st edition Springer-Verlag London Limited 2012 Control.Control Theory

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Fast Measurements of Slow Processesautonomous system identification suggests a data-driven solution, i.e., an algorithm for computation of the input value without identifying a representation of the system. The data-driven algorithm is a structured low rank approximation problem.

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Algorithmsion and convex relaxation method can deal with general affine structure and approximation norm, and allow regularization and inequality constraints on the approximation..The latest version of the code presented is available from the book’s web page.

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