On weighted structured total least squares

被引：15

作者：

Markovsky, I ^{[1
]}

Van Huffel, S ^{[1
]}

机构：

[1] Katholieke Univ Leuven, ESAT, SCD, B-3001 Louvain, Belgium

来源：

LARGE-SCALE SCIENTIFIC COMPUTING | 2006年 / 3743卷

关键词：

D O I：

10.1007/11666806_80

中图分类号：

TP301 [理论、方法];

学科分类号：

081202 ;

摘要：

In this contribution we extend our previous results on the structured total least squares problem to the case of weighted cost functions. It is shown that the computational complexity of the proposed algorithm is preserved linear in the sample size when the weight matrix is banded with bandwidth that is independent of the sample size.

引用

页码：695 / 702

页数：8

共 5 条

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Markovsky, I
Van Huffel, S
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[3] Markovsky I, 2006, COMPUT STAT DATA AN, V50, P181, DOI 10.1016/j.csda.2004.07.014
[4] High-performance numerical algorithms and software for structured total least squares
Markovsky, I
Van Huffel, S
[J]. JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS, 2005, 180 (02) : 311 - 331
[5] Van Huffel S., 1991, The Total Least Squares Problem: Computational Aspects and Analysis

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