A note on constrained total least-squares estimation

被引：145

作者：

Schaffrin, Burkhard ^{[1
]}

机构：

[1] Ohio State Univ, Dept Geol Sci, Columbus, OH 43210 USA

来源：

LINEAR ALGEBRA AND ITS APPLICATIONS | 2006年 / 417卷 / 01期

关键词：

nonlinear Gauss-Helmert model with constraints; total least-squares principle; nonlinear normal equations; equivalent sequence of eigenvalue problems;

D O I：

10.1016/j.laa.2006.03.044

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

It is shown here how-similarly to the unconstrained case-the Constrained Total Least Squares Estimate (CTLSE) can be generated by solving a certain sequence of eigenvalue problems iteratively. For this, the normal matrix from the constrained (standard) least-squares approach has to be suitably augmented by one row and one column. Further modification of the augmented row and column allows the treatment of "fiducial constraints" for which the RHS vector is affected by random errors, but not the constraining matrix itself. (c) 2006 Elsevier Inc. All rights reserved.

引用

页码：245 / 258

页数：14

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