Analysis of the Structured Total Least Squares Problem for Hankel/Toeplitz Matrices

被引：0
|
作者：
Philippe Lemmerling
Sabine Van Huffel
机构：
[1] Katholieke Universiteit Leuven,Department of Electrical Engineering, ESAT
来源：
Numerical Algorithms | 2001年 / 27卷
关键词：
Hankel matrix; Toeplitz matrix; structured total least squares;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
The Structured Total Least Squares (STLS) problem is a natural extension of the Total Least Squares (TLS) approach when structured matrices are involved and a similarly structured rank deficient approximation of that matrix is desired. In many of those cases the STLS approach yields a Maximum Likelihood (ML) estimate as opposed to, e.g., TLS.
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页码：89 / 114
页数：25
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