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SIAMMAX
2010
105views more  SIAMMAX 2010»
14 years 4 months ago
Construction of Covariance Matrices with a Specified Discrepancy Function Minimizer, with Application to Factor Analysis
The main goal of this paper is to develop a numerical procedure for construction of covariance matrices such that for a given covariance structural model and a discrepancy function...
So Yeon Chun, A. Shapiro
FOCM
2011
175views more  FOCM 2011»
14 years 4 months ago
Convergence of Fixed-Point Continuation Algorithms for Matrix Rank Minimization
The matrix rank minimization problem has applications in many fields such as system identification, optimal control, low-dimensional embedding etc. As this problem is NP-hard in ...
Donald Goldfarb, Shiqian Ma
SIAMJO
2011
14 years 4 months ago
Minimizing the Condition Number of a Gram Matrix
Abstract. The condition number of a Gram matrix defined by a polynomial basis and a set of points is often used to measure the sensitivity of the least squares polynomial approxim...
Xiaojun Chen, Robert S. Womersley, Jane J. Ye
CORR
2011
Springer
168views Education» more  CORR 2011»
14 years 4 months ago
Precoding for Outage Probability Minimization on Block Fading Channels
The outage probability limit is a fundamental and achievable lower bound on the word error rate of coded communication systems affected by fading. This limit is mainly determined ...
Dieter Duyck, Joseph Jean Boutros, Marc Moeneclaey
SIAMCO
2010
124views more  SIAMCO 2010»
14 years 4 months ago
Reachability and Minimal Times for State Constrained Nonlinear Problems without Any Controllability Assumption
We consider a target problem for a nonlinear system under state constraints. We give a new continuous level-set approach for characterizing the optimal times and the backward-reach...
Olivier Bokanowski, Nicolas Forcadel, Hasnaa Zidan...