منابع مشابه
A Regularized Total Least Squares Algorithm
Error-contaminated systems Ax ≈ b, for which A is ill-conditioned, are considered. Such systems may be solved using Tikhonov-like regularized total least squares (R-TLS) methods. Golub et al, 1999, presented a direct algorithm for the solution of the Lagrange multiplier formulation for the R-TLS problem. Here we present a parameter independent algorithm for the approximate R-TLS solution. The a...
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The standard approaches to solving overdetermined linear systems Ax ≈ b construct minimal corrections to the vector b and/or the matrix A such that the corrected system is compatible. In ordinary least squares (LS) the correction is restricted to b, while in data least squares (DLS) it is restricted to A. In scaled total least squares (Scaled TLS) [15], corrections to both b and A are allowed, ...
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A method for the construction of open approximate models from vector time series Preface PhD research is a largely open proces in which a stimulating environment plays a crucial role. I am indebted to several people and institutions that shaped such an environment for me during the years since April 1990. First and for all, I would like to thank my supervisor, Christiaan Heij. He set me on the ...
متن کاملPartial least squares methods: partial least squares correlation and partial least square regression.
Partial least square (PLS) methods (also sometimes called projection to latent structures) relate the information present in two data tables that collect measurements on the same set of observations. PLS methods proceed by deriving latent variables which are (optimal) linear combinations of the variables of a data table. When the goal is to find the shared information between two tables, the ap...
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We study the total least squares (TLS) problem that generalizes least squares regression by allowing measurement errors in both dependent and independent variables. TLS is widely used in applied fields including computer vision, system identification and econometrics. The special case when all dependent and independent variables have the same level of uncorrelated Gaussian noise, known as ordin...
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ژورنال
عنوان ژورنال: Journal of Computational and Applied Mathematics
سال: 1990
ISSN: 0377-0427
DOI: 10.1016/0377-0427(90)90261-w