Research Article
Low-Rank Linear Dynamical Systems for Motor Imagery EEG
Algorithm 1
Low-rank decomposition via the inexact ALM method.
Input: Observation matrix , , penalty weights , | () ; ; ; . | () while not converged do | () // Lines ()–() solve | () ; ; ; | () while not converged do | () // Line ()-() solves | () (, , ) = svd( | () | () // Line () solves | () | () Update by solving | () | () end while | () , , | () , | () | () end while | Output: (). |
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