The next meeting of the seminar of the

Mathematical Modeling and Numerical Analysis Department

will be held on July 27, 2016 (Wednesday) at 11:00 in room 403 of the Institute of Mathematics and Informatics.

A talk on

Low-Rank Approximation and Its Applications

will be delivered by Prof. Ivan Markovsky, Vrije Universiteit, Brussel.

Abstract. Mathematical engineering continuously addresses new applications and solves new problems. The expansion of existing methods and applications makes it difficult to maintain a common theoretical framework. This talk shows the potential of the structured low-rank approximation setting to unify problems of data modeling from diverse application areas. An example treated in more details in the presentation is identification of a linear time-invariant system from observed trajectories of the system. We present an optimization method based on the variable projection principle. The method can deal with data with exact as well as missing (unknown) values.