Structured total least squares and \(L_ 2\) approximation problems (Q1260787)
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scientific article; zbMATH DE number 398921
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| English | Structured total least squares and \(L_ 2\) approximation problems |
scientific article; zbMATH DE number 398921 |
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Structured total least squares and \(L_ 2\) approximation problems (English)
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25 August 1993
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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.
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linear convergence
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structural total least squares problem
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nonlinear generalized singular value decomposition
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iterative scheme
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0.849289059638977
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0.831809937953949
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0.8276938199996948
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