Structured total least squares and L_ 2 approximation problems
From MaRDI portal
Structured total least squares and \(L 2\) approximation problems
The author shows that the solution to the structural total least squares problem follows from that of a nonlinear generalized singular value decomposition problem. An iterative scheme to find a (local) minimum is developed. Numerically it is shown that the scheme converges linearly. Application of this scheme to several problems is also discussed.
Recommendations
Cites work
- 4SID: Subspace algorithms for the identification of combined deterministic-stochastic systems
- A generalization of the Eckart-Young-Mirsky matrix approximation theorem
- An Analysis of the Total Least Squares Problem
- Fast computation of the largest stability radius for a two-parameter linear system
- scientific article; zbMATH DE number 4213315 (Why is no real title available?)
- scientific article; zbMATH DE number 4043151 (Why is no real title available?)
- scientific article; zbMATH DE number 51511 (Why is no real title available?)
- Lower Rank Approximation of Matrices by Least Squares with Any Choice of Weights
- Matrix Approximation and Latent Roots
- On a class of algorithms for total approximation
- On the eigenstructure of Toeplitz matrices
- On- and off-line identification of linear state-space models
- Signal enhancement-a composite property mapping algorithm
- The area enclosed by the (oriented) Nyquist diagram and the Hilbert-Schmidt-Hankel norm of a linear system
- The constrained total least squares technique and its applications to harmonic superresolution
- The Restricted Singular Value Decomposition: Properties and Applications
- The Smallest Perturbation of a Submatrix which Lowers the Rank and Constrained Total Least Squares Problems
Cited in
(36)- Solving total least-squares problems in information retrieval
- Total least norm solution for linear structured EIV model
- Consistency of the structured total least squares estimator in a multivariate errors-in-variables model
- Multiple delays estimation for chirp signals using structured total least squares
- Optimal rank-1 Hankel approximation of matrices: Frobenius norm and spectral norm and Cadzow's algorithm
- Reducing sensors for transient heat transfer problems by means of variational data assimilation
- A gradient system approach for Hankel structured low-rank approximation
- Variable projection for affinely structured low-rank approximation in weighted \(2\)-norms
- Computing lower rank approximations of matrix polynomials
- On convergence of M. Osborne' inverse iteration algorithms for modified Prony method
- Optimization challenges in the structured low rank approximation problem
- Structured low-rank approximation and its applications
- Dualistic differential geometry of positive definite matrices and its applications to related problems
- On convergence of the inverse iteration algorithm for modified Prony method
- An alternating semiproximal method for nonconvex regularized structured total least squares problems
- Accurate solution of structured least squares problems via rank-revealing decompositions
- A parameterized-background data-weak approach to variational data assimilation: formulation, analysis, and application to acoustics
- Weighted norms in subspace-based methods for time series analysis.
- On the asymptotic optimality of orthoregressional estimators
- scientific article; zbMATH DE number 3857681 (Why is no real title available?)
- scientific article; zbMATH DE number 4200130 (Why is no real title available?)
- Structured Total Least Norm for Nonlinear Problems
- A multidimensional realization algorithm for parametric uncertainty modelling and multiparameter margin problems
- A convex relaxation to compute the nearest structured rank deficient matrix
- On convergence of computational algorithms for a variational problem of identifying the coefficients of difference equations
- A Global Solution for the Structured Total Least Squares Problem with Block Circulant Matrices
- High-performance numerical algorithms and software for structured total least squares
- Large-Scale Scientific Computing
- IQML-like algorithms for solving structured total least squares problems: A unified view
- Regularized and structured tensor total least squares methods with applications
- Exact solution to the least squares realization problem as a multiparameter eigenvalue problem
- Randomized structured total-least-squares-based higher-order extended dynamic mode decomposition
- Inference of signaling and gene regulatory networks by steady-state perturbation experiments: structure and accuracy
- Left vs, right representations for solving weighted low-rank approximation problems
- Stochastic algorithms for solving structured low-rank matrix approximation problems
- The element-wise weighted total least-squares problem
This page was built for publication: Structured total least squares and \(L_ 2\) approximation problems
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1260787)