Consistency of the structured total least squares estimator in a multivariate errors-in-variables model

DOI10.1016/j.jspi.2003.12.020zbMath1213.62097MaRDI QIDQ1781514

Alexander G. Kukush, Ivan Markovsky, Sabine Van Huffel

Publication date: 27 June 2005

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://eprints.soton.ac.uk/263296/1/stls_published.pdf

zbMATH Keywords

Iterative algorithm; Consistency; Structured total least squares; Total least squares; Block-Hankel/Toeplitz structure; Dynamic errors-in-variables model

Mathematics Subject Classification ID

62F12: Asymptotic properties of parametric estimators

62H12: Estimation in multivariate analysis

Related Items

Errors-in-variables methods in system identification, High-performance numerical algorithms and software for structured total least squares, Estimation in a linear multivariate measurement error model with a change point in the data, Perturbation analysis and condition numbers of scaled total least squares problems, Parameter consistency and quadratically constrained errors-in-variables least-squares identification

Uses Software

• VanHuffel

Cites Work

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