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This paper extends the weighted low rank approximation (WLRA) approach to linearly structured matrices. In the case of Hankel matrices with a special block structure, an equivalent unconstrained optimization problem is derived and an algorithm for solving it is proposed. Copyright © 2005 John Wiley & Sons, Ltd. [ABSTRACT FROM AUTHOR]

This paper extends the weighted low rank approximation (WLRA) approach towards linearly structured matrices. In the case of Hankel matrices an equivalent unconstrained optimization problem is derived and an algorithm for solving it is proposed. The correctness of the latter algorithm is verified on a benchmark problem. Finally the statistical accuracy and numerical efficiency of the proposed algorithm is compared with that of STLNB, a previously proposed algorithm for solving Hankel WLRA problems. Copyright © 2004 John Wiley & Sons, Ltd. [ABSTRACT FROM AUTHOR]