High-performance numerical algorithms and software for structured total least squares

DOI10.1016/J.CAM.2004.11.003MaRDI QIDQ556259zbMATH OpenOpenAlexFDO

Authors Ivan Markovsky, Sabine Van Huffel

Publication date 13 June 2005

Published in Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.cam.2004.11.003

zbMATH Keywords

computational complexitynumerical examplessoftware packageblock-Hankel matrixblock-Toeplitz matrixDeconvolutionParameter estimationStructured total least squaresSystem identificationunstructured matrix

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Numerical solutions to overdetermined systems, pseudoinverses (65F20) Packaged methods for numerical algorithms (65Y15) System identification (93B30) Software, source code, etc. for problems pertaining to linear algebra (15-04)

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Cites work

• scientific article; zbMATH DE number 51511 (Why is no real title available?)
• scientific article; zbMATH DE number 1090982 (Why is no real title available?)
• Algorithms for deterministic balanced subspace identification
• An Algorithm for Least-Squares Estimation of Nonlinear Parameters
• An Analysis of the Total Least Squares Problem
• Application of structured total least squares for system identification and model reduction
• Block-Toeplitz/Hankel Structured Total Least Squares
• Consistency of the structured total least squares estimator in a multivariate errors-in-variables model
• Fast algorithm for solving the Hankel/Toeplitz structured total least squares problem
• Fast structured total least squares algorithm for solving the basic deconvolution problem
• Global total least squares modeling of multivariable time series
• On the computation of the multivariate structured total least squares estimator
• Signal enhancement-a composite property mapping algorithm
• Structured total least squares and \(L_ 2\) approximation problems
• Structured weighted low rank approximation
• The constrained total least squares technique and its applications to harmonic superresolution
• Total Least Norm Formulation and Solution for Structured Problems

Cited in

(10)

• Data-driven dynamic interpolation and approximation
• Structured Linear Least-Squares Problems in System Identification and Separable Nonlinear Data Fitting
• Total least norm solution for linear structured EIV model
• A Global Solution for the Structured Total Least Squares Problem with Block Circulant Matrices
• On the computation of the multivariate structured total least squares estimator
• Total least squares adjustment in partial errors-in-variables models: algorithm and statistical analysis
• A heuristic verification of the degree of the approximate GCD of two univariate polynomials
• Structured low-rank approximation and its applications
• Variable projection for affinely structured low-rank approximation in weighted \(2\)-norms
• Rank-constrained optimization and its applications

Describes a project that uses

Uses Software

• Daisy

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