A Recursive Restricted Total Least-Squares Algorithm

DOI10.1109/TSP.2014.2350959MaRDI QIDQ4579546zbMATH OpenOpenAlexFDO

Authors Stephan Rhode, Konstantin Usevich, Ivan Markovsky, Frank Gauterin

Publication date 22 August 2018

Published in IEEE Transactions on Signal Processing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/tsp.2014.2350959

Mathematics Subject Classification ID

Matrix equations and identities (15A24) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

Cited in

(11)

• A recursive two-step method of least squares
• Data preprocessing method and fault diagnosis based on evaluation function of information contribution degree
• Bias and covariance of the least squares estimate in a structured errors-in-variables problem
• The revisited total least squares problems with linear equality constraint
• Recursive SURE for iterative reweighted least square algorithms
• The Restricted Total Least Squares Problem: Formulation, Algorithm, and Properties
• Block implementation of a recursive least squares estimation algorithm
• Recursive Least Squares Dictionary Learning Algorithm
• scientific article; zbMATH DE number 1445592 (Why is no real title available?)
• Consistent estimation for an errors-in-variables model based on constrained total least squares problems
• An extended recursive least-squares \(algorithm^{1}\).

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