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Block-Toeplitz/Hankel structured total least squares

Record type: Article

A multivariate structured total least squares problem is considered, in which the extended data matrix is partitioned into blocks and each of the blocks is block-Toeplitz/Hankel structured, unstructured, or noise free. An equivalent optimization problem is derived and its properties are established. The special structure of the equivalent problem enables to improve the computational efficiency of the numerical solution via local optimization methods. By exploiting the structure, the computational complexity of the algorithms per iteration is linear in the sample size. Application of the method for system identification and for model reduction is illustrated by simulation examples.

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Citation

Markovsky, I., Van Huffel, S. and Pintelon, R. (2005) Block-Toeplitz/Hankel structured total least squares SIAM Journal On Matrix Analysis and Applications, 26, (4), pp. 1083-1099.

More information

Published date: 2005
Organisations: Southampton Wireless Group

Identifiers

Local EPrints ID: 263298
URI: http://eprints.soton.ac.uk/id/eprint/263298
PURE UUID: 6a89c4c3-4730-48f3-9bf6-c5759707b3bd

Catalogue record

Date deposited: 06 Jan 2007
Last modified: 18 Jul 2017 07:47

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Contributors

Author: I. Markovsky
Author: S. Van Huffel
Author: R. Pintelon

University divisions


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