Structured total least squares and \(L_ 2\) approximation problems (Q1260787)

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Structured total least squares and \(L_ 2\) approximation problems
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    Structured total least squares and \(L_ 2\) approximation problems (English)
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    25 August 1993
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    The author shows that the solution to the structural total least squares problem follows from that of a nonlinear generalized singular value decomposition problem. An iterative scheme to find a (local) minimum is developed. Numerically it is shown that the scheme converges linearly. Application of this scheme to several problems is also discussed.
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    linear convergence
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    structural total least squares problem
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    nonlinear generalized singular value decomposition
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    iterative scheme
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