A UNITARILY CONSTRAINED TOTAL LEAST-SQUARES PROBLEM IN SIGNAL-PROCESSING

被引:18
作者
ARUN, KS [1 ]
机构
[1] UNIV ILLINOIS, DEPT ELECT & COMP ENGN, URBANA, IL 61801 USA
关键词
TOTAL LEAST SQUARES; ORTHOGONAL PROCRUSTES PROBLEM; SINUSOID RETRIEVAL; TOEPLITZ APPROXIMATION; MOTION PARAMETER ESTIMATION; ROTATION MATRICES; NARROW BAND DIRECTION FINDING; UNITARY CONSTRAINT;
D O I
10.1137/0613046
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
The problem addressed here is the determination of the total least squares solution, subject to a unitary constraint, of an overdetermined, inconsistent, linear system of equations. The problem arises in many signal processing applications, three of which are briefly presented and studied here. The solution to the constrained total least squares problem is seen to be the same as the solution to the orthogonal Procrustes problem.
引用
收藏
页码:729 / 745
页数:17
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