High-performance numerical algorithms and software for structured total least squares


Markovsky, I. and Van Huffel, S. (2005) High-performance numerical algorithms and software for structured total least squares. Journal of Computational and Applied Mathematics, 180, (2), 311-331.

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Description/Abstract

We present a software package for structured total least squares approximation problems. The allowed structures in the data matrix are block-Toeplitz, block-Hankel, unstructured, and exact. Combination of blocks with these structures can be specified. The computational complexity of the algorithms is O(m), where m is the sample size. We show simulation examples with different approximation problems. Application of the method for multivariable system identification is illustrated on examples from the database for identification of systems DAISY.

Item Type: Article
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Keywords: Numerical linear algebra; Parameter estimation; Structured total least squares; Deconvolution; System identification.
Divisions : Faculty of Physical Sciences and Engineering > Electronics and Computer Science > Southampton Wireless Group
ePrint ID: 263301
Accepted Date and Publication Date:
Status
2005Published
Date Deposited: 06 Jan 2007
Last Modified: 31 Mar 2016 14:07
Further Information:Google Scholar
URI: http://eprints.soton.ac.uk/id/eprint/263301

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