The element-wise weighted total least-squares problem

Computational Statistics and Data Analysis

Volumn 50, Issue 1 SPEC. ISS., 2006, Pages 181-209

  Markovsky, Ivan ^a   Luisa Rastello, Maria ^b   Premoli, Amedeo ^c   Kukush, Alexander ^a   Van Huffel, Sabine ^a  

^a UNIVERSITY OF LEUVEN   (Belgium)

^b ISTITUTO ELETTROTECNICO NAZIONALE GALILEO FERRARIS   (Italy)

^c POLITECNICO DI MILANO   (Italy)

Author keywords

Multivariate errors in variables model; Non convex optimization; Re weighted least squares; Total least squares; Unequally sized errors

Indexed keywords

ALGORITHMS; CONVERGENCE OF NUMERICAL METHODS; LINEAR SYSTEMS; OPTIMIZATION; PARAMETER ESTIMATION; PROBLEM SOLVING;

MULTIVARIATE ERRORS-IN-VARIABLES MODELS; NON-CONVEX OPTIMIZATION; RE-WEIGHTED LEAST-SQUARES; TOTAL LEAST SQUARES; UNEQUALLY SIZE ERRORS;

LEAST SQUARES APPROXIMATIONS;

EID: 24644477537     PISSN: 01679473     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.csda.2004.07.014     Document Type: Article

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