On the equivalence of constrained total least squares and structured total least squares
نویسندگان
چکیده
Several extensions of the total least squares (TIS) method that are able to calculate a structured rank deficient approximation of a data matrix have been developed recently. The main result of this correspondence is the demonstration of the equivalence of two of these approaches, namely, the constrained total least squares (CTLS) approach and the structured total least squares (STLS) approach. We also present a numerical comparison of both methods.
منابع مشابه
Superlinearly convergent exact penalty projected structured Hessian updating schemes for constrained nonlinear least squares: asymptotic analysis
We present a structured algorithm for solving constrained nonlinear least squares problems, and establish its local two-step Q-superlinear convergence. The approach is based on an adaptive structured scheme due to Mahdavi-Amiri and Bartels of the exact penalty method of Coleman and Conn for nonlinearly constrained optimization problems. The structured adaptation also makes use of the ideas of N...
متن کاملExact and approximate solutions of fuzzy LR linear systems: New algorithms using a least squares model and the ABS approach
We present a methodology for characterization and an approach for computing the solutions of fuzzy linear systems with LR fuzzy variables. As solutions, notions of exact and approximate solutions are considered. We transform the fuzzy linear system into a corresponding linear crisp system and a constrained least squares problem. If the corresponding crisp system is incompatible, then the fuzzy ...
متن کاملConsistency of the structured total least squares estimator in a multivariate errors-in-variables model
The structured total least squares estimator, defined via a constrained optimization problem, is a generalization of the total least squares estimator when the data matrix and the applied correction satisfy given structural constraints. In the paper, an affine structure with additional assumptions is considered. In particular, Toeplitz and Hankel structured, noise free and unstructured blocks a...
متن کاملPositive solution of non-square fully Fuzzy linear system of equation in general form using least square method
In this paper, we propose the least-squares method for computing the positive solution of a $mtimes n$ fully fuzzy linear system (FFLS) of equations, where $m > n$, based on Kaffman's arithmetic operations on fuzzy numbers that introduced in [18]. First, we consider all elements of coefficient matrix are non-negative or non-positive. Also, we obtain 1-cut of the fuzzy number vector solution of ...
متن کاملffects of Array Calibration Errors - Based Signal Copy Performance
AbslractThis paper studies the effect of array calibration errors on the performance of various direction 6nding @F) based signal copy algorithms. Unlike blind copy me€hods, this class of algorithms requires an estimate of the directions of arrival (DOA’s) of the signals in order to compute the copy weight vectors. Under the assumption that the observation time is sufficiently long, the followi...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
عنوان ژورنال:
- IEEE Trans. Signal Processing
دوره 44 شماره
صفحات -
تاریخ انتشار 1996