Software produced by the SLRA project

SLRA: Software for weighted structured low-rank approximation

The SLRA package computes locally optimal solutions to low-rank approximation problems with the following features:

• constraint on the approximating matrix,

• weighted 2-norm 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.

IDENT: Package for identification in behavioural setting

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 time-invariant systems of bounded complexity and the approximation criterion is the minimum of a weighted 2-norm 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 mosaic-Hankel structured low-rank approximation problem.Additional nonstandard features of the software are specification of exact and missing variables and identification from multiple experiments.