Data fitting problems with bounded uncertainties in the data

DOI10.1137/S0895479899356596MaRDI QIDQ2719198zbMATH OpenOpenAlexFDO

Authors G. A. Watson

Publication date 21 June 2001

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

Full work available at URL https://doi.org/10.1137/s0895479899356596

zbMATH Keywords

bounded uncertaintiescurve fittingminimum norm problemrobustnesssmoothing

Mathematics Subject Classification ID

Numerical smoothing, curve fitting (65D10) Numerical solutions to overdetermined systems, pseudoinverses (65F20)

Review text

The paper is devoted to the data smoothing problem. The main purpose of the study is to show how data fitting with bounded uncertainty problems can be considered in more general setting. In particular, it is shown how such problems can be posed in more computationally convenient form. The special structure is exploited to computational advantage. Some observations are included to develop algorithmic advantages for the particular case, when the underlying norm is the least squares norm. Some variants of the main problems are also considered to show how these problems can be posed in a norm that facilitates their numerical solution.

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