Fast algorithm for solving the Hankel/Toeplitz structured total least squares problem (Q1587018)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Fast algorithm for solving the Hankel/Toeplitz structured total least squares problem |
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Fast algorithm for solving the Hankel/Toeplitz structured total least squares problem (English)
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22 November 2000
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The authors consider the Toeplitz (Hankel) structured total least squares problem in which the Toeplitz (Hankel) structure has to be preserved. A fast implementation of an algorithm is given by exploiting the low displacement rank of the involved matrices and the sparsity of the associated generators. Comparisons are presented and computational complexity is examined.
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Hankel/Toeplitz matrix
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displacement rank
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comparisons
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structured total least squares problem
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algorithm
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computational complexity
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