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Algebraic connections between the least squares and total least squares problems

✍ Scribed by Sabine Van Huffel; Joos Vandewalle

Publisher
Springer-Verlag
Year
1989
Tongue
English
Weight
986 KB
Volume
55
Category
Article
ISSN
0029-599X

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✍ Sabine Van Huffel; Joos Vandewalle πŸ“‚ Article πŸ“… 1987 πŸ› Elsevier Science 🌐 English βš– 698 KB

The total least-squares ('ES) technique, which is well known in numerical linear algebra and able to compute strongly consistent estimators of the parameters in a linear errors-in-variables model, is compared algebraically with the classical regression estimators. Using the singular-value decomposit