An Efficient Algorithm for the Regularization of Ill-Conditioned Least Squares Problems with Triangular Toeplitz Matrix

DOI10.1137/0905016zbMath0546.65013OpenAlexW2053689427MaRDI QIDQ3336579

Lars Eldén

Publication date: 1984

Published in: SIAM Journal on Scientific and Statistical Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0905016

zbMATH Keywords

regularizationnormal equationsLanczos bidiagonalizationToeplitzplane rotationill-conditionedQR-algorithminverse heat transfer problemsregularized least squares problemdeconvolution of time series

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Numerical solutions to overdetermined systems, pseudoinverses (65F20) Numerical methods for integral equations (65R20) Volterra integral equations (45D05)

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Dynamic regularization of input estimation problems by explicit block inversion ⋮ Using QR factorization and SVD to solve input estimation problems in structural dynamics ⋮ Dynamics analysis, offline-online tuning and identification of base inertia parameters for the 3-DOF delta parallel robot under insufficient excitations ⋮ Structured condition numbers of structured Tikhonov regularization problem and their estimations ⋮ Parallel solution of certain Toeplitz least-squares problems ⋮ A systolic array for the regularization of ill-conditioned least-squares problem with triangular Toeplitz matrix

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