Consistency of the structured total least squares estimator in a multivariate errors-in-variables model

DOI10.1016/j.jspi.2003.12.020zbMath1213.62097OpenAlexW2078719778MaRDI QIDQ1781514

Alexander G. Kukush, Ivan Markovsky, Sabine Van Huffel

Publication date: 27 June 2005

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://eprints.soton.ac.uk/263296/1/stls_published.pdf

zbMATH Keywords

Iterative algorithmConsistencyStructured total least squaresTotal least squaresBlock-Hankel/Toeplitz structureDynamic errors-in-variables model

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12)

Related Items

Conditions for the consistency of the total least squares estimator in an errors-in-variables linear regression model ⋮ Consistency of the total least squares estimator in the linear errors-in-variables regression ⋮ On the asymptotic optimality of orthoregressional estimators ⋮ Structured low-rank approximation and its applications ⋮ Improved parameter bounds for set-membership EIV problems ⋮ Parameter consistency and quadratically constrained errors-in-variables least-squares identification ⋮ High-performance numerical algorithms and software for structured total least squares ⋮ Characterization of the equivalence of robustification and regularization in linear and matrix regression ⋮ Errors-in-variables methods in system identification ⋮ Estimation in a linear multivariate measurement error model with a change point in the data ⋮ Perturbation analysis and condition numbers of scaled total least squares problems

Uses Software

• VanHuffel

Cites Work

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