Level choice in truncated total least squares

Computational Statistics and Data Analysis

Volumn 52, Issue 2, 2007, Pages 1103-1118

  Sima, Diana M ^a   Van Huffel, Sabine ^a  

^a UNIVERSITY OF LEUVEN   (Belgium)

Author keywords

Effective number of parameters; Filter factors; Generalized cross validation; Information criteria; Model selection; Truncated singular value decomposition; Truncated total least squares

Indexed keywords

LEAST SQUARES APPROXIMATIONS; LINEAR SYSTEMS; MATHEMATICAL MODELS; MEASUREMENT ERRORS; PARAMETER ESTIMATION; SPURIOUS SIGNAL NOISE;

EFFECTIVE NUMBER OF PARAMETERS; FILTER FACTORS; TRUNCATED SINGULAR VALUE DECOMPOSITION; TRUNCATED TOTAL LEAST SQUARES;

SINGULAR VALUE DECOMPOSITION;

EID: 35148871792     PISSN: 01679473     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.csda.2007.05.015     Document Type: Article

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