An Analysis of the Total Least Squares Problem
DOI10.1137/0717073zbMATH Open0468.65011OpenAlexW2008229822WikidataQ56032184 ScholiaQ56032184MaRDI QIDQ148164FDOQ148164
Authors: Gene H. Golub, Charles F. Van Loan, Gene H. Golub, Charles F. Van Loan
Publication date: December 1980
Published in: SIAM Journal on Numerical Analysis (Search for Journal in Brave)
Full work available at URL: https://hdl.handle.net/1813/6251
sensitivitysingular value decompositionfittingleast squares regressionMoore-Penrose pseudo-inversenormal equationstotal least squares
Linear regression; mixed models (62J05) Numerical mathematical programming methods (65K05) Numerical smoothing, curve fitting (65D10) Linear programming (90C05) Numerical solutions to overdetermined systems, pseudoinverses (65F20)
Cited In (only showing first 100 items - show all)
- On extremum properties of orthogonal quotients matrices
- Consistency of LS estimators in the EV regression model with martingale difference errors
- Paradox of enrichment: a fractional differential approach with memory
- ADAPTIVE ESTIMATORS OF A MEAN MATRIX: TOTAL LEAST SQUARES VERSUS TOTAL SHRINKAGE
- A completely integrable Hamiltonian system associated with line fitting in complex vector spaces
- Consistency of the structured total least squares estimator in a multivariate errors-in-variables model
- Quadrature-based vector fitting for discretized \(\mathcal{H}_2\) approximation
- Backward perturbation analysis for scaled total least-squares problems
- Accurate output tracking for nonminimum phase nonhyperbolic and near nonhyperbolic systems
- Errors-in-variables methods in system identification
- Perturbation theory for orthogonal projection methods with applications to least squares and total least squares
- A convex optimization approach for minimizing the ratio of indefinite quadratic functions over an ellipsoid
- A new error in variables model for solving positive definite linear system using orthogonal matrix decompositions
- Asymptotics for weakly dependent errors-in-variables
- Least Orthogonal Distance Estimator and Total Least Square for Simultaneous Equation Models
- Total least squares fitting Bass diffusion model
- Critical points of matrix least squares distance functions
- A consistent method of estimation for the three-parameter Weibull distribution
- Inverse problems in queueing theory and internet probing
- Hyperspheres and hyperplanes fitted seamlessly by algebraic constrained total least-squares
- Algebraic relations between the total least squares and least squares problems with more than one solution
- A new solution for the least squares problem
- Structured total least squares and \(L_ 2\) approximation problems
- Editorial: Total least squares and errors-in-variables modeling
- Perturbation analysis and condition numbers of scaled total least squares problems
- Tikhonov regularization for weighted total least squares problems
- An efficient algorithm for solving the generalized trust region subproblem
- Total least squares adjustment in partial errors-in-variables models: algorithm and statistical analysis
- Reduced-rank estimation for ill-conditioned stochastic linear model with high signal-to-noise ratio
- Algebraic connections between the least squares and total least squares problems
- On a general class of matrix nearness problems
- Total linear least squares and the algebraic Riccati equation
- On a quadratic eigenproblem occurring in regularized total least squares
- Estimating a mean matrix: boosting efficiency by multiple affine shrinkage
- Estimation, principal components and Hamiltonian systems
- A generalization of the Eckart-Young-Mirsky matrix approximation theorem
- Mixed and componentwise condition numbers for a linear function of the solution of the total least squares problem
- Noise analysis and suppression method in attitude determination using the global positioning system (GPS)
- Identifiability of errors in variables dynamic systems
- Discussion on: ``Identification of ARX and ARARX models in the presence of input and output noises
- Smoothing splines estimators for functional linear regression
- A new approach to constrained total least squares image restoration
- Smoothing splines estimators in functional linear regression with errors-in-variables
- Regularized total least squares based on quadratic eigenvalue problem solvers
- Inference of signaling and gene regulatory networks by steady-state perturbation experiments: structure and accuracy
- Estimation and control with bounded data uncertainties
- Partial total least squares algorithm
- High-performance numerical algorithms and software for structured total least squares
- On the multivariate total least-squares approach to empirical coordinate transformations. Three algorithms
- Existence results for special nonlinear total least squares problem
- Robust constrained receding-horizon predictive control via bounded data uncertainties
- Implementation of the regularized structured total least squares algorithms for blind image deblurring
- On condition numbers of the total least squares problem with linear equality constraint
- On a class of algorithms for total approximation
- The partial total least squares algorithm
- A note on constrained total least-squares estimation
- Is there an optimal forecast combination?
- Statistical analysis of TLS-based Prony techniques
- On nonlinear weighted total least squares parameter estimation problem for the three-parameter Weibull density
- Statistical paleoclimate reconstructions via Markov random fields
- Structured low-rank approximation and its applications
- Total least squares fitting Michaelis--Menten enzyme kinetic model function
- On nonlinear weighted errors-in-variables parameter estimation problem in the three-parameter Weibull model
- A method for structured linear total least norm on blind deconvolution problem
- Characterization of the equivalence of robustification and regularization in linear and matrix regression
- Multivariate EIV models
- On orthogonal linear \(\ell_1\) approximation
- Robustness and correction of linear models
- Global minimum variance portfolio optimisation under some model risk: a robust regression-based approach
- Learning with tensors: a framework based on convex optimization and spectral regularization
- Ellipsoidal parameter or state estimation under model uncertainty
- The element-wise weighted total least-squares problem
- Analysis of state space system identification methods based on instrumental variables and subspace fitting
- On the condition number of the total least squares problem
- tls
- Some results on condition numbers of the scaled total least squares problem
- Sparse linear regression from perturbed data
- A geometrical approach to indefinite least squares problems
- Regularized local linear prediction of chaotic time series
- Subspace-based methods for the identification of linear time-invariant systems
- PRIMME\_SVDS: a high-performance preconditioned SVD solver for accurate large-scale computations
- Computing the conditioning of the components of a linear least-squares solution
- A tutorial history of least squares with applications to astronomy and geodesy
- A model function method in regularized total least squares
- Bayesian system ID: optimal management of parameter, model, and measurement uncertainty
- Convergence Rates for Learning Linear Operators from Noisy Data
- Extension of the total least square problem using general unitarily invariant norms
- Jackknife method for the location of gross errors in weighted total least squares
- On the invariance of perturbed null vectors under column scaling
- An algorithm for solving the indefinite least squares problem with equality constraints
- Representation and reconstruction of covariance operators in linear inverse problems
- Stability of finite linear combinations of vectors under changes of their coefficients. An application to approximation problems
- Nonlinear eigenvector algorithms for local optimization in multivariate data analysis
- Solving inverse problems using data-driven models
- Splitting-based randomized iterative methods for solving indefinite least squares problem
- Krylov Subspace Approach to Core Problems within Multilinear Approximation Problems: A Unifying Framework
- Counter equations: smoothing, filtration, identification
- Maximum likelihood estimation and MUSIC in array localization signal processing: A review
- Regression prediction method that is based on the partial errors-in-variables model
- A modeling-based approach for non-standard packing problems
This page was built for publication: An Analysis of the Total Least Squares Problem
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q148164)