High-performance numerical algorithms and software for structured total least squares

DOI10.1016/j.cam.2004.11.003zbMath1070.65025OpenAlexW2160862181MaRDI QIDQ556259

Ivan Markovsky, Sabine Van Huffel

Publication date: 13 June 2005

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cam.2004.11.003

zbMATH Keywords

computational complexitynumerical examplesSystem identificationParameter estimationDeconvolutionsoftware packageblock-Hankel matrixblock-Toeplitz matrixStructured total least squaresunstructured matrix

Mathematics Subject Classification ID

Numerical solutions to overdetermined systems, pseudoinverses (65F20) Numerical optimization and variational techniques (65K10) System identification (93B30) Packaged methods for numerical algorithms (65Y15) Software, source code, etc. for problems pertaining to linear algebra (15-04)

Related Items (7)

Rank-constrained optimization and its applications ⋮ Structured low-rank approximation and its applications ⋮ A heuristic verification of the degree of the approximate GCD of two univariate polynomials ⋮ Total least norm solution for linear structured EIV model ⋮ Variable projection for affinely structured low-rank approximation in weighted \(2\)-norms ⋮ Total least squares adjustment in partial errors-in-variables models: algorithm and statistical analysis ⋮ Data-driven dynamic interpolation and approximation

Uses Software

• Daisy

Cites Work

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• Algorithms for deterministic balanced subspace identification
• Fast Structured Total Least Squares Algorithm for Solving the Basic Deconvolution Problem
• On the computation of the multivariate structured total least squares estimator
• Structured weighted low rank approximation
• Signal enhancement-a composite property mapping algorithm
• An Algorithm for Least-Squares Estimation of Nonlinear Parameters
• The constrained total least squares technique and its applications to harmonic superresolution
• Global total least squares modeling of multivariable time series
• Total Least Norm Formulation and Solution for Structured Problems
• Application of structured total least squares for system identification and model reduction
• Block-Toeplitz/Hankel Structured Total Least Squares

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