Structured total least squares and \(L_ 2\) approximation problems (Q1260787)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Structured total least squares and \(L_ 2\) approximation problems
scientific article

    Statements

    Structured total least squares and \(L_ 2\) approximation problems (English)
    0 references
    0 references
    25 August 1993
    0 references
    The author shows that the solution to the structural total least squares problem follows from that of a nonlinear generalized singular value decomposition problem. An iterative scheme to find a (local) minimum is developed. Numerically it is shown that the scheme converges linearly. Application of this scheme to several problems is also discussed.
    0 references
    0 references
    linear convergence
    0 references
    structural total least squares problem
    0 references
    nonlinear generalized singular value decomposition
    0 references
    iterative scheme
    0 references
    0 references
    0 references