This paper studies the minimal controllability problem(MCP), i.e., the problem of, given a linear time invariant system, finding the sparsest input vector tha t ensures system’s controllability. We show that the MCP is NP-complete, when the eigenvalues of the system dynamics matrix are simple. This is achieved by reducing the MCP to a set covering problem. In addition, the approximated solutions to the set covering problem lead to feasible (but sub-optimal) solutions to the MCP. Further, we analyze the relation of the MCP with its structural counterpart, the minimal structural controllability problem (MSCP) which is known to admit a polynomial complexity solution procedure. In fact, we conclude that the MCP is almost polynomial (P) in the sense the MCP for which we cannot show that is P (but NPcomplete) has zero Lesbegue measure. Finally, we provide an illustrative example where the solution to the MCP is found using the main results and reductions developed in this paper and posteriorly compared with the solution of the MSCP.
Alternatively, in @cite_23 instead of determining the sparsest input matrix ensuring the controllability, the aim is to determine the sparsest input matrix that ensures , which we refer to as the (MSCP) -- see for formal definitions and problem statement. Briefly, the MSCP focus on the structure of the dynamics, i.e., the location of zeros nonzeros, and the obtained sparsest input matrix is such that for almost all matrices satisfying the structure of the dynamics and the input matrix, the system is controllable @cite_13 . Finally, in the present paper we provide an example where the solution to the minimal structural controllability problem is not necessarily a solution to the minimal controllability problem when the dynamic matrix is simple; hence, .
@cite_13 @cite_23
2122950831 2142077116 2003571173 2083469331
This paper addresses the problem of sparsity penalized least squares for applications in sparse signal processing, e.g., sparse deconvolution. This paper aims to induce sparsity more strongly than L1 norm regularization, while avoiding non-convex optimization. For this purpose, this paper describes the design and use of non-convex penalty functions (regularizers) constrained so as to ensure the convexity of the total cost function F to be minimized. The method is based on parametric penalty functions, the parameters of which are constrained to ensure convexity of F. It is shown that optimal parameters can be obtained by semidefinite programming (SDP). This maximally sparse convex (MSC) approach yields maximally non-convex sparsity-inducing penalty functions constrained such that the total cost function F is convex. It is demonstrated that iterative MSC (IMSC) can yield solutions substantially more sparse than the standard convex sparsity-inducing approach, i.e., L1 norm minimization. Low-rank and sparse structures have been profoundly studied in matrix completion and compressed sensing. In this paper, we develop "Go Decomposition" (GoDec) to efficiently and robustly estimate the low-rank part L and the sparse part S of a matrix X = L + S + G with noise G. GoDec alternatively assigns the low-rank approximation of X - S to L and the sparse approximation of X - L to S. The algorithm can be significantly accelerated by bilateral random projections (BRP). We also propose GoDec for matrix completion as an important variant. We prove that the objective value ||X - L - S||2F converges to a local minimum, while L and S linearly converge to local optimums. Theoretically, we analyze the influence of L, S and G to the asymptotic convergence speeds in order to discover the robustness of GoDec. Empirical studies suggest the efficiency, robustness and effectiveness of GoDec comparing with representative matrix decomposition and completion tools, e.g., Robust PCA and OptSpace. This paper considers the problem of recovering an unknown sparse p×p matrix X from an m×m matrix Y=AXB T , where A and B are known m×p matrices with m≪p. The main result shows that there exist constructions of the sketching matrices A and B so that even if X has O(p) nonzeros, it can be recovered exactly and efficiently using a convex program as long as these nonzeros are not concentrated in any single row column of X. Furthermore, it suffices for the size of Y (the sketch dimension) to scale as m = O(√(# nonzeros in X) × log p). The results also show that the recovery is robust and stable in the sense that if X is equal to a sparse matrix plus a perturbation, then the convex program we propose produces an approximation with accuracy proportional to the size of the perturbation. Unlike traditional results on sparse recovery, where the sensing matrix produces independent measurements, our sensing operator is highly constrained (it assumes a tensor product structure). Therefore, proving recovery guarantees require nonstandard techniques. Indeed, our approach relies on a novel result concerning tensor products of bipartite graphs, which may be of independent interest. This problem is motivated by the following application, among others. Consider a p×n data matrix D, consisting of n observations of p variables. Assume that the correlation matrix X:=DD T is (approximately) sparse in the sense that each of the p variables is significantly correlated with only a few others. Our results show that these significant correlations can be detected even if we have access to only a sketch of the data S=AD with A ∈ R m×p . In this note will consider sufficient conditions for sparse recovery such as Spark, coherence, restricted isometry property (RIP) and null space property (NSP). Then we will discuss the solution of underdetermined linear equations when the matrix is the Kronecker product of matrices. Specially we will explain how NSP behave in the case where the matrix is the Kronecker product of matrices.