Structured total least squares and L2 approximation problems
نویسندگان
چکیده
منابع مشابه
Least - Squares Approximation of Structured
State covariances of linear systems satisfy certain constraints imposed by the underlying dynamics. These constraints dictate a particular structure of state covariances. However, sample covariances almost always fail to have the required structure. The renewed interest in using state covariances for estimating the power spectra of inputs gives rise to the approximation problem. In this note, t...
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The package contains ANSI C software with Matlab mex interface for structured total least squares estimation problems. The allowed structures in the data matrix are block-Toeplitz, block-Hankel, unstructured, and noise free. Combinations of blocks with this structures can be specified. The computational complexity of the algorithms is O(m), where m is the sample size.
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ژورنال
عنوان ژورنال: Linear Algebra and its Applications
سال: 1993
ISSN: 0024-3795
DOI: 10.1016/0024-3795(93)90468-4