June 20, 2012

This subdirectory contains the following Matlab source codes:

generate.m, generate2.m        Generates test problems

Hrx.m, HradjX.m                Compute the Hankel mapping and its adjoint

mytrace.m                      Routine for computing trace inner product

sysHankelADM2.m                Solve nuclear norm regularized system identification problem via primal ADM

sysHankelDADM2.m               Solve nuclear norm regularized system identification problem via dual ADM

sysHankeldPPA.m                Solve nuclear norm regularized system identification problem via dual PPA

sysHankeldPPAinit.m            Initialization subroutine for sysHankeldPPA.m

sysHankelgp.m                  Solve nuclear norm regularized system identification problem via dual gradient projections

Implementation and numerical experience with the above codes are described in the paper: 
    Maryam Fazel, Ting Kei Pong, Defeng Sun and Paul Tseng
    "Hankel Matrix Rank Minimization with Applications to System Identification and Realization",
    Submitted.
This code was last updated on Dec 2, 2012.

Questions/comments/suggestions about the codes are welcome.  

Ting Kei Pong, tkpong@uw.edu