Perturbation analysis for total least squares problems with linear equality constraint

2021 ◽  
Vol 161 ◽  
pp. 69-81
Author(s):  
Qiaohua Liu ◽  
Cuiping Chen ◽  
Qian Zhang
Keyword(s):  
Least Squares ◽  
Perturbation Analysis ◽  
Total Least Squares ◽  
Equality Constraint ◽  
Least Squares Problems ◽  
Linear Equality ◽  
Linear Equality Constraint

Perturbation analysis and condition numbers of scaled total least squares problems

2009 ◽  
Vol 51 (3) ◽  
pp. 381-399 ◽  
Author(s):  
Liangmin Zhou ◽  
Lijing Lin ◽  
Yimin Wei ◽  
Sanzheng Qiao
Keyword(s):  
Least Squares ◽  
Perturbation Analysis ◽  
Total Least Squares ◽  
Condition Numbers ◽  
Least Squares Problems

SYSTOLIC ALGORITHMS FOR RECURSIVE TOTAL LEAST SQUARES PARAMETER ESTIMATION AND MIXED RLS/RTLS PROBLEMS

1993 ◽  
Vol 04 (01) ◽  
pp. 55-68 ◽  
Author(s):  
MARC MOONEN
Keyword(s):  
Parameter Estimation ◽  
Least Squares ◽  
Total Least Squares ◽  
Parallel Architectures ◽  
Least Squares Estimation ◽  
Recursive Least Squares ◽  
Recursive Algorithms ◽  
Least Squares Problems ◽  
Linearly Constrained ◽  
Systolic Algorithms

Total least squares parameter estimation is an alternative to least squares estimation though much less used in practice, partly due to the absence of efficient recursive algorithms or parallel architectures. Here it is shown how previously developed systolic algorithms/architectures for recursive least squares estimation can be used for recursive total least squares problems. Unconstrained as well as linearly constrained and "mixed RLS/RTLS" problems are considered.

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