- TITLE: Rank Minimization and Applications in System Theory
- AUTHORS: Maryam Fazel, Haitham Hindi, and Stephen Boyd
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.
- STATUS: Proceedings of American Control Conference,
pages 3273-3278, Boston, Massachusetts, June 2004.
- ACC paper: pdf file