A Recursive Restricted Total Least-Squares Algorithm

DOI10.1109/TSP.2014.2350959zbMath1394.94485OpenAlexW2060335493MaRDI QIDQ4579546

Frank Gauterin, Ivan Markovsky, Stephan Rhode, Konstantin Usevich

Publication date: 22 August 2018

Published in: IEEE Transactions on Signal Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/tsp.2014.2350959

Mathematics Subject Classification ID

Matrix equations and identities (15A24) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

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Consistent estimation for an errors-in-variables model based on constrained total least squares problems ⋮ Data preprocessing method and fault diagnosis based on evaluation function of information contribution degree ⋮ Bias and covariance of the least squares estimate in a structured errors-in-variables problem ⋮ The revisited total least squares problems with linear equality constraint

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