Software produced by the SLRA project

The SLRA package computes locally optimal solutions to lowrank approximation problems with the following features:
constraint on the approximating matrix,
weighted 2norm approximation criterion,
fixed elements in the approximating matrix,
missing elements in the data matrix, and
linear constraints on an approximating matrix's left kernel basis.


The IDENT package solves identification problems with no a priori separation of the variables into inputs and outputs and representation invariant approximation criterion. The model class consists of linear timeinvariant systems of bounded complexity and the approximation criterion is the minimum of a weighted 2norm distance between the given time series and a time series that is consistent with the model. The problem is equivalent to and is solved as a mosaicHankel structured lowrank approximation problem.Additional nonstandard features of the software are specification of exact and missing variables and identification from multiple experiments.

