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Iteratively Reweighted Least Squares for Reconstruction of Low-Rank Matrices with Linear Structure
KTH, School of Electrical Engineering (EES), Signal Processing.
KTH, School of Electrical Engineering (EES), Signal Processing.ORCID iD: 0000-0003-2638-6047
KTH, School of Electrical Engineering (EES), Signal Processing.ORCID iD: 0000-0002-6855-5868
2013 (English)In: 2013 IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP), IEEE conference proceedings, 2013, 6456-6460 p.Conference paper, Published paper (Refereed)
Abstract [en]

This paper considers the problem of reconstructing low-rank matrices from undersampled measurements, when the matrix has a known linear structure. Based on the iterative reweighted least-squares approach, we develop an algorithm that exploits the linear structure in an efficient way that allows for reconstruction in highly undersampled scenarios. The method also enables inferring an appropriate regularization parameter value from the observations. The performance of the method is tested in a missing data recovery problem.

Place, publisher, year, edition, pages
IEEE conference proceedings, 2013. 6456-6460 p.
Series
IEEE International Conference on Acoustics, Speech and Signal Processing. Proceedings, ISSN 1520-6149
Keyword [en]
Cramér-Rao bound, low-rank matrix reconstruction, missing data recovery
National Category
Signal Processing
Identifiers
URN: urn:nbn:se:kth:diva-123558DOI: 10.1109/ICASSP.2013.6638909ISI: 000329611506124Scopus ID: 2-s2.0-84890543006ISBN: 978-147990356-6 (print)OAI: oai:DiVA.org:kth-123558DiVA: diva2:627611
Conference
The 38th IEEE International Conference on Acoustics, Speech, and Signal Processing (ICASSP), Vancouver, Canada, May 26 - 31, 2013
Note

QC 20130723

Available from: 2013-06-12 Created: 2013-06-12 Last updated: 2014-02-21Bibliographically approved

Open Access in DiVA

fulltext(199 kB)187 downloads
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Chatterjee, SaikatJansson, Magnus

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CiteExportLink to record
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Citation style
  • apa
  • harvard1
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More styles
Language
  • de-DE
  • en-GB
  • en-US
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  • Other locale
More languages
Output format
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