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The extended classical total least squares algorithm

โœ Scribed by Sabine Van Huffel

Publisher
Elsevier Science
Year
1989
Tongue
English
Weight
532 KB
Volume
25
Category
Article
ISSN
0377-0427

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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