Fast algorithm for solving the Hankel/Toeplitz structured total least squares problem
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Publication:1587018
DOI10.1023/A:1019116520737zbMath0957.65029OpenAlexW1639827531MaRDI QIDQ1587018
Philippe Lemmerling, Sabine Van Huffel, Nicola Mastronardi
Publication date: 22 November 2000
Published in: Numerical Algorithms (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1023/a:1019116520737
algorithmcomputational complexitycomparisonsdisplacement rankHankel/Toeplitz matrixstructured total least squares problem
Numerical solutions to overdetermined systems, pseudoinverses (65F20) Complexity and performance of numerical algorithms (65Y20)
Related Items (10)
On the asymptotic optimality of orthoregressional estimators ⋮ Fast deconvolution with approximated PSF by RSTLS with antireflective boundary conditions ⋮ Optimal rank-1 Hankel approximation of matrices: Frobenius norm and spectral norm and Cadzow's algorithm ⋮ Approximate factorization of multivariate polynomials using singular value decomposition ⋮ Structured total least squares approach for efficient frequency estimation ⋮ High-performance numerical algorithms and software for structured total least squares ⋮ Consistency of the structured total least squares estimator in a multivariate errors-in-variables model ⋮ Solving polynomial systems via symbolic-numeric reduction to geometric involutive form ⋮ The generalized Schur algorithm and some applications ⋮ Regularized total least squares based on quadratic eigenvalue problem solvers
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