Consistency of the structured total least squares estimator in a multivariate errors-in-variables model
From MaRDI portal
Publication:1781514
DOI10.1016/j.jspi.2003.12.020zbMath1213.62097OpenAlexW2078719778MaRDI QIDQ1781514
Alexander G. Kukush, Ivan Markovsky, Sabine Van Huffel
Publication date: 27 June 2005
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://eprints.soton.ac.uk/263296/1/stls_published.pdf
Iterative algorithmConsistencyStructured total least squaresTotal least squaresBlock-Hankel/Toeplitz structureDynamic errors-in-variables model
Related Items
Conditions for the consistency of the total least squares estimator in an errors-in-variables linear regression model ⋮ Consistency of the total least squares estimator in the linear errors-in-variables regression ⋮ On the asymptotic optimality of orthoregressional estimators ⋮ Structured low-rank approximation and its applications ⋮ Improved parameter bounds for set-membership EIV problems ⋮ Parameter consistency and quadratically constrained errors-in-variables least-squares identification ⋮ High-performance numerical algorithms and software for structured total least squares ⋮ Characterization of the equivalence of robustification and regularization in linear and matrix regression ⋮ Errors-in-variables methods in system identification ⋮ Estimation in a linear multivariate measurement error model with a change point in the data ⋮ Perturbation analysis and condition numbers of scaled total least squares problems
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- An Analysis of the Total Least Squares Problem
- The element-wise weighted total least-squares problem
- Structured total least squares and \(L_ 2\) approximation problems
- Fast algorithm for solving the Hankel/Toeplitz structured total least squares problem
- Consistency of elementwise-weighted total least squares estimator in a multivariate errors-in-variables model \(AX=B\)
- On the subspaces of \(L^p\) \((p > 2)\) spanned by sequences of independent random variables
- Fast Structured Total Least Squares Algorithm for Solving the Basic Deconvolution Problem
- On the computation of the multivariate structured total least squares estimator
- Consistency of regression estimates when some variables are subject to error
- Bias correction in least-squares identification
- Analyses, Development, and Applications of TLS Algorithms in Frequency Domain System Identification
- Analysis and Properties of the Generalized Total Least Squares Problem $AX \approx B$ When Some or All Columns in A are Subject to Error
- On Certain Convergence Questions in System Identification
