We propose a new Iteratively Reweighted Least Squares (IRLS) algorithm for the problem of completing or denoising low-rank matrices that are structured, e.g., that possess a Hankel, Toeplitz or block-Hankel/Toeplitz structure. The algorithm optimizes …
We propose a new iteratively reweighted least squares (IRLS) algorithm for the recovery of a matrix $X \in \mathbb{C}^{d_1 \times d_2}$ of rank $r \ll \min(d_1,d_2)$ from incomplete linear observations, solv- ing a sequence of low complexity linear …