On the Nuclear Norm heuristic for a Hankel matrix Recovery Problem

2012/07/18 by Liang Dai, Dai, Liang, Kristiaan Pelckmans +1
Computer Science · Engineering · #Blind Source Separation Techniques #FOS: Electrical engineering #FOS: Mathematics #Optimization and Control (math.OC) #Radar Systems and Signal Processing #Sparse and Compressive Sensing Techniques #Systems and Control (eess.SY) #electronic engineering #information engineering

paper · pdf · doi:10.48550/arxiv.1207.4420

openalex publication_date 2012/07/18 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

Abstract

This note addresses the question if and why the nuclear norm heuristic can recover an impulse response generated by a stable single-real-pole system, if elements of the upper-triangle of the associated Hankel matrix were given. Since the setting is deterministic, theories based on stochastic assumptions for low-rank matrix recovery do not apply here. A 'certificate' which guarantees the completion is constructed by exploring the structural information of the hidden matrix. Experimental results and discussions regarding the nuclear norm heuristic applied to a more general setting are also given.

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