Block-Toeplitz/Hankel Structured Total Least Squares

DOI10.1137/S0895479803434902zbMath1085.65035OpenAlexW1998005284MaRDI QIDQ5317641

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

computational complexitysystem identificationparameter estimationmodel reductiontotal least squaresBlock-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)

Related Items (9)

A Gauss-Newton iteration for total least squares problems ⋮ Maximum likelihood identification of noisy input-output models ⋮ Parameter estimation from noisy measurements ⋮ Structured low-rank approximation and its applications ⋮ Approximate low-rank factorization with structured factors ⋮ Total least norm solution for linear structured EIV model ⋮ High-performance numerical algorithms and software for structured total least squares ⋮ Improved Schur complement preconditioners for block-Toeplitz systems with small size blocks ⋮ An Alternating Semiproximal Method for Nonconvex Regularized Structured Total Least Squares Problems

Uses Software

• SLICOT

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