Analysis of the structured total least squares problem for Hankel/Toeplitz matrices

DOI10.1023/A:1016775707686MaRDI QIDQ5948210zbMATH OpenOpenAlexFDO

Authors Philippe Lemmerling, Sabine Van Huffel

Publication date 31 October 2001

Published in Numerical Algorithms (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1023/a:1016775707686

zbMATH Keywords

Hankel matricesstructured total least squaresToeplitz matrices

Mathematics Subject Classification ID

Vector spaces, linear dependence, rank, lineability (15A03) Numerical solutions to overdetermined systems, pseudoinverses (65F20) Numerical optimization and variational techniques (65K10)

Review text

This paper concerns structured total least squares (STLS) for Hankel matrices (and claims that the methods of the paper extend to Toeplitz, block Hankel and block Toeplitz matrices). For a certain parametrization of rank-deficient Hankel matrices the STLS suffers from multiple local minima with properties depending on the parametrization, so that initial estimates are crucial, motivating a new initialization method, whose superior performance is illustrated by a speech compression problem.

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Cited in

(16)

• Fast algorithm for solving the Hankel/Toeplitz structured total least squares problem
• Mixed and componentwise condition numbers for a linear function of the solution of the total least squares problem
• Total least norm solution for linear structured EIV model
• Efficient implementation of a structured total least squares based speech compression method
• Low rank approximation of a Hankel matrix by structured total least norm
• Optimal rank-1 Hankel approximation of matrices: Frobenius norm and spectral norm and Cadzow's algorithm
• Optimization challenges in the structured low rank approximation problem
• The structured total least squares problem
• An alternating semiproximal method for nonconvex regularized structured total least squares problems
• Statistical analysis of curve fitting methods in errors-in-variables models
• On the least-squares fitting of data by sinusoids
• scientific article; zbMATH DE number 5004921 (Why is no real title available?)
• scientific article; zbMATH DE number 1748544 (Why is no real title available?)
• A convex relaxation to compute the nearest structured rank deficient matrix
• Block-Toeplitz/Hankel Structured Total Least Squares
• Stochastic algorithms for solving structured low-rank matrix approximation problems

Describes a project that uses

Uses Software

• DGGLSE
• LAPACK
• VanHuffel

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