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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), pp. 311-331.

Record type: Article

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.

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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

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

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Contributors

Author: I. Markovsky
Author: S. Van Huffel

University divisions

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