Block-Toeplitz/Hankel Structured Total Least Squares

DOI10.1137/S0895479803434902MaRDI QIDQ5317641zbMATH OpenOpenAlexFDO

Authors Ivan Markovsky, Sabine Van Huffel, Rik Pintelon

Publication date 19 September 2005

Published in SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/s0895479803434902

zbMATH Keywords

parameter estimationcomputational complexitysystem identificationtotal least squaresmodel reductionBlock-Toeplitz structured

Mathematics Subject Classification ID

Point estimation (62F10) Generalized linear models (logistic models) (62J12) Numerical solutions to overdetermined systems, pseudoinverses (65F20) Time series analysis of dynamical systems (37M10)

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Cited in

(17)

• Parameter estimation from noisy measurements
• Total least norm solution for linear structured EIV model
• A Global Solution for the Structured Total Least Squares Problem with Block Circulant Matrices
• On the computation of the multivariate structured total least squares estimator
• Improved Schur complement preconditioners for block-Toeplitz systems with small size blocks
• A Gauss-Newton iteration for total least squares problems
• Fast algorithm for solving the Hankel/Toeplitz structured total least squares problem
• The structured total least squares problem
• High-performance numerical algorithms and software for structured total least squares
• Maximum likelihood identification of noisy input-output models
• Analysis of the structured total least squares problem for Hankel/Toeplitz matrices
• Structured low-rank approximation and its applications
• An alternating semiproximal method for nonconvex regularized structured total least squares problems
• Large-Scale Scientific Computing
• Efficient implementation of a structured total least squares based speech compression method
• Approximate low-rank factorization with structured factors
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Describes a project that uses

Uses Software

• SLICOT

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