Block-Toeplitz/Hankel Structured Total Least Squares

DOI10.1137/S0895479803434902MaRDI QIDQ5317641zbMATH OpenOpenAlexFDO

Authors Ivan Markovsky, Sabine Van Huffel, Rik Pintelon

Publication date 19 September 2005

Published in SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/s0895479803434902

zbMATH Keywords

Block-Toeplitz structuredcomputational complexitymodel reductionparameter estimationsystem identificationtotal least squares

Mathematics Subject Classification ID

Time series analysis of dynamical systems (37M10) Point estimation (62F10) Generalized linear models (logistic models) (62J12) Numerical solutions to overdetermined systems, pseudoinverses (65F20)

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Cited in

(19)

• Fast algorithm for solving the Hankel/Toeplitz structured total least squares problem
• A Gauss-Newton iteration for total least squares problems
• Total least norm solution for linear structured EIV model
• Efficient implementation of a structured total least squares based speech compression method
• Structured low-rank approximation and its applications
• Approximate low-rank factorization with structured factors
• The structured total least squares problem
• An alternating semiproximal method for nonconvex regularized structured total least squares problems
• On the computation of the multivariate structured total least squares estimator
• Parameter estimation from noisy measurements
• scientific article; zbMATH DE number 1748544 (Why is no real title available?)
• A Global Solution for the Structured Total Least Squares Problem with Block Circulant Matrices
• High-performance numerical algorithms and software for structured total least squares
• Large-Scale Scientific Computing
• Analysis of the structured total least squares problem for Hankel/Toeplitz matrices
• The most powerful unfalsified linear parameter-varying model
• Improved Schur complement preconditioners for block-Toeplitz systems with small size blocks
• Randomized structured total-least-squares-based higher-order extended dynamic mode decomposition
• Maximum likelihood identification of noisy input-output models

Describes a project that uses

Uses Software

• SLICOT

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