Weighted LS and TLS approaches yield asymptotically equivalent results

DOI10.1016/0165-1684(95)00055-IzbMATH Open0871.62059OpenAlexW1963991284WikidataQ59602666 ScholiaQ59602666MaRDI QIDQ672297FDOQ672297

Mats Viberg, Petre Stoica

Publication date: 28 February 1997

Published in: Signal Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0165-1684(95)00055-i

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zbMATH Keywords

least squareslinear regressiontotal least squaresperturbation analysisfirst-order analysissingular-value regression

Mathematics Subject Classification ID

Point estimation (62F10) Linear regression; mixed models (62J05)

Cited In (3)

• Dimensionality reduction and volume minimization -- generalization of the determinant minimization criterion for reduced rank regression problems
• Analysis of state space system identification methods based on instrumental variables and subspace fitting
• Subspace-based methods for the identification of linear time-invariant systems

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