Tikhonov regularization for weighted total least squares problems (Q2463930)
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| Language | Label | Description | Also known as |
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| English | Tikhonov regularization for weighted total least squares problems |
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Tikhonov regularization for weighted total least squares problems (English)
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6 December 2007
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A general version of Tikhonov's formulation for the linear weighted total least squares (WTLS) problem has been considered by \textit{G. H. Golub} and \textit{C. F. van Loan} [SIAM J. Numer. Anal. 17, 883--893 (1980; Zbl 0468.65011)]. The present paper focus on the regularized weighted total least squares (RWTLS) formulation. It is shown that the RWTLS solution is closely related to the Tikhonov solution to the WTLS problem. By converting the RWTLS problem into an equivalent augmented system, the solution can be obtained by a tridiagonal solver.
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Tikhonov regularization
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total least squares
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weighted regularized total least squares
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