Structured total least squares and L_ 2 approximation problems

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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.




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