High-performance numerical algorithms and software for structured total least squares
High-performance numerical algorithms and software for structured total least squares
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.
Numerical linear algebra, Parameter estimation, Structured total least squares, Deconvolution, System identification.
311-331
Markovsky, I.
3e68743b-f22e-4b2b-b1a8-2ba4eb036a69
Van Huffel, S.
e64be3d0-00e1-4900-ab8e-74aed4792678
2005
Markovsky, I.
3e68743b-f22e-4b2b-b1a8-2ba4eb036a69
Van Huffel, S.
e64be3d0-00e1-4900-ab8e-74aed4792678
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), .
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.
Text
stls_pack_published.pdf
- Other
More information
Published date: 2005
Keywords:
Numerical linear algebra, Parameter estimation, Structured total least squares, Deconvolution, System identification.
Organisations:
Southampton Wireless Group
Identifiers
Local EPrints ID: 263301
URI: http://eprints.soton.ac.uk/id/eprint/263301
ISSN: 0377-0427
PURE UUID: f598600b-e26f-47f1-9755-8f1f083cf09d
Catalogue record
Date deposited: 06 Jan 2007
Last modified: 14 Mar 2024 07:29
Export record
Contributors
Author:
I. Markovsky
Author:
S. Van Huffel
Download statistics
Downloads from ePrints over the past year. Other digital versions may also be available to download e.g. from the publisher's website.
View more statistics