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Volume 21, Issue 4
A Successive Least Squares Method for Structured Total Least Squares

Plamen Y. Yalamov & Jin-Yun Yuan

J. Comp. Math., 21 (2003), pp. 463-472.

Published online: 2003-08

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  • Abstract

A new method for Total Least Squares (TLS) problems is presented. It differs from previous approaches and is based on the solution of successive Least Squares problems. The method is quite suitable for Structured TLS (STLS) problems. We study mostly the case of Toeplitz matrices in this paper. The numerical tests illustrate that the method converges to the solution fast for Toeplitz STLS problems. Since the method is designed for general TLS problems, other structured problems can be treated similarly.

  • Keywords

Structure total least squares, Linear least squares, Successive linear squares method, Toelitz systems, Structure least squares.

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COPYRIGHT: © Global Science Press

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@Article{JCM-21-463, author = {Yalamov , Plamen Y. and Yuan , Jin-Yun}, title = {A Successive Least Squares Method for Structured Total Least Squares}, journal = {Journal of Computational Mathematics}, year = {2003}, volume = {21}, number = {4}, pages = {463--472}, abstract = {

A new method for Total Least Squares (TLS) problems is presented. It differs from previous approaches and is based on the solution of successive Least Squares problems. The method is quite suitable for Structured TLS (STLS) problems. We study mostly the case of Toeplitz matrices in this paper. The numerical tests illustrate that the method converges to the solution fast for Toeplitz STLS problems. Since the method is designed for general TLS problems, other structured problems can be treated similarly.

}, issn = {1991-7139}, doi = {https://doi.org/}, url = {http://global-sci.org/intro/article_detail/jcm/10249.html} }
TY - JOUR T1 - A Successive Least Squares Method for Structured Total Least Squares AU - Yalamov , Plamen Y. AU - Yuan , Jin-Yun JO - Journal of Computational Mathematics VL - 4 SP - 463 EP - 472 PY - 2003 DA - 2003/08 SN - 21 DO - http://doi.org/ UR - https://global-sci.org/intro/article_detail/jcm/10249.html KW - Structure total least squares, Linear least squares, Successive linear squares method, Toelitz systems, Structure least squares. AB -

A new method for Total Least Squares (TLS) problems is presented. It differs from previous approaches and is based on the solution of successive Least Squares problems. The method is quite suitable for Structured TLS (STLS) problems. We study mostly the case of Toeplitz matrices in this paper. The numerical tests illustrate that the method converges to the solution fast for Toeplitz STLS problems. Since the method is designed for general TLS problems, other structured problems can be treated similarly.

Yalamov , Plamen Y. and Yuan , Jin-Yun. (2003). A Successive Least Squares Method for Structured Total Least Squares. Journal of Computational Mathematics. 21 (4). 463-472. doi:
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