Results 11 to 20 of about 432,547 (303)
Overview of total least-squares methods [PDF]
Signal Processing, 2007 We review the development and extensions of the classical total least-squares method and describe algorithms for its generalization to weighted and structured approximation problems. In the generic case, the classical total least-squares problem has a unique solution, which is given in analytic form in terms of the singular value decomposition of the ...
Ivan Markovsky, Sabine Van Huffel
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Total least squares methods [PDF]
WIREs Computational Statistics, 2010 Recent advances in total least squares approaches for solving various errors-in-variables modeling problems are reviewed, with emphasis on the following generalizations:1.the use of weighted norms as a measure of the data perturbation size, capturing prior knowledge about uncertainty in the data;2.the addition of constraints on the perturbation to ...
Markovsky, Ivan +2 more
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Götterdämmerung over total least squares [PDF]
Journal of Geodetic Science, 2016 The traditional way of solving non-linear least squares (LS) problems in Geodesy includes a linearization of the functional model and iterative solution of a nonlinear equation system.
Malissiovas G., Neitzel F., Petrovic S.
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A Stochastic Total Least Squares Solution of Adaptive Filtering Problem [PDF]
The Scientific World Journal, 2014 An efficient and computationally linear algorithm is derived for total least squares solution of adaptive filtering problem, when both input and output signals are contaminated by noise.
Shazia Javed, Noor Atinah Ahmad
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On Weighted Structured Total Least Squares [PDF]
, 2006 In this contribution we extend our previous results on the structured total least squares problem to the case of weighted cost functions. It is shown that the computational complexity of the proposed algorithm is preserved linear in the sample size when the weight matrix is banded with bandwidth that is independent of the sample size.
Ivan Markovsky, Sabine Van Huffel
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Properties of the total least squares estimation
Geodesy and Geodynamics, 2012 Through theoretical derivation, some properties of the total least squares estimation are found. The total least squares estimation is the linear transformation of the least squares estimation, and the total least squares estimation is unbiased.
Wang Leyang
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Fast Algorithms for Structured Least Squares and Total Least Squares Problems
Journal of Research of the National Institute of Standards and Technology, 2006 We consider the problem of solving least squares problems involving a matrix M of small displacement rank with respect to two matrices Z 1 and Z 2. We develop formulas for the generators of the matrix M (H) M in terms of the generators of M and show that the Cholesky factorization of the matrix M (H) M can be computed quickly if Z 1 is close to unitary
Kalsi, Anoop, O’Leary, Dianne P.
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A Recursive Restricted Total Least-Squares Algorithm
IEEE Transactions on Signal Processing, 2014 We show that the generalized total least squares (GTLS) problem with a singular noise covariance matrix is equivalent to the restricted total least squares (RTLS) problem and propose a recursive method for its numerical solution. The method is based on the generalized inverse iteration. The estimation error covariance matrix and the estimated augmented
Stephan Rhode +3 more
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Regularization Total Least Squares and Randomized Algorithms
MathematicsIn order to achieve an effective approximation solution for solving discrete ill-conditioned problems, Golub, Hansen, and O’Leary used Tikhonov regularization and the total least squares (TRTLS) method, where the bidiagonal technique is considered to ...
Zhanshan Yang, Xilan Liu, Tiexiang Li
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Deformation analysis with Total Least Squares [PDF]
Natural Hazards and Earth System Sciences, 2006 Deformation analysis is one of the main research fields in geodesy. Deformation analysis process comprises measurement and analysis phases. Measurements can be collected using several techniques. The output of the evaluation of the measurements is mainly
M. Acar +4 more
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