Analysis of the structured total least squares problem for Hankel/Toeplitz matrices (Q5948210)

This paper concerns structured total least squares (STLS) for Hankel matrices (and claims that the methods of the paper extend to Toeplitz, block Hankel and block Toeplitz matrices). For a certain parametrization of rank-deficient Hankel matrices the STLS suffers from multiple local minima with properties depending on the parametrization, so that initial estimates are crucial, motivating a new initialization method, whose superior performance is illustrated by a speech compression problem.