On the equivalence of constrained total least squares and structured total least squares

被引:25
作者
Lemmerling, P [1 ]
DeMoor, B [1 ]
VanHuffel, S [1 ]
机构
[1] NATL FUND SCI RES, BRUSSELS, BELGIUM
关键词
Manuscript received November 4; 1995; revised May 15; 1996. This work was supported by the National Fund for Scientific Research (G.0292.95 matrix algorithms and differential geometry for adaptive signal processing; system identitication; and control) IUAP nos. SO and 17; GOA MIPS; and the European Commission (Human Capital and Mobility Network SIMONET: System Identification and Modeling Network and the HCM program on advanced signal processing for medical MRIIMRS). The first author is a Ph.D. student funded by the Flemish Institute for the Promotion of Scientific-Technical Research in Industry (1.W.T). The associate editor coordinating the review of this paper and approving it for publication was Prof. Andreas Spanias;
D O I
10.1109/78.542454
中图分类号
TM [电工技术]; TN [电子技术、通信技术];
学科分类号
0808 [电气工程]; 0809 [电子科学与技术];
摘要
Several extensions of the total least squares (TLS) method that are able to calculate a structured rank deficient approximation of a data matrix have been developed recently. The main result of this correspondence is the demonstration of the equivalence of two of these approaches, namely, the constrained total least squares (CLS) approach and the structured total least squares (STLS) approach. We also present a numerical comparison of both methods.
引用
收藏
页码:2908 / 2911
页数:4
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