The University of Southampton
×
Filter your search:
University of Southampton Institutional Repository

On weighted structured total least squares

On weighted structured total least squares
On weighted structured total least squares
In this contribution we extend the result of (Markovsky et. al, SIAM J. of Matrix Anal. and Appl., 2005) to the case of weighted cost function. It is shown that the computational complexity of the proposed algorithm is preserved linear in the sample size when the weight matrix is banded with bandwidth that is independent of the sample size.
Total least squares, weighted and structured total least squares, algorithm development.
695-702
Springer
Markovsky, Ivan
7d632d37-2100-41be-a4ff-90b92752212c
Van Huffel, Sabine
8814fa15-3922-4a5a-9ba5-c2ea63ceeaf7
Lirkov, I.
Margenov, S.
Wasniewski, J.
Markovsky, Ivan
7d632d37-2100-41be-a4ff-90b92752212c
Van Huffel, Sabine
8814fa15-3922-4a5a-9ba5-c2ea63ceeaf7
Lirkov, I.
Margenov, S.
Wasniewski, J.

Markovsky, Ivan and Van Huffel, Sabine (2006) On weighted structured total least squares. In, Lirkov, I., Margenov, S. and Wasniewski, J. (eds.) Lecture notes in computer science, Volume 3743. Springer, pp. 695-702.

Record type: Book Section

Abstract

In this contribution we extend the result of (Markovsky et. al, SIAM J. of Matrix Anal. and Appl., 2005) to the case of weighted cost function. It is shown that the computational complexity of the proposed algorithm is preserved linear in the sample size when the weight matrix is banded with bandwidth that is independent of the sample size.

Text
llncs_proof.pdf - Other
Download (399kB)

More information

Published date: 2006
Related URLs:
Keywords: Total least squares, weighted and structured total least squares, algorithm development.
Organisations: Southampton Wireless Group
Learn more about Southampton Wireless Group research

Identifiers

Local EPrints ID: 263491
URI: http://eprints.soton.ac.uk/id/eprint/263491
PURE UUID: 59c20df7-3c0d-4ebe-a69a-094b911c2d5a

Catalogue record

Date deposited: 19 Feb 2007
Last modified: 14 Mar 2024 07:33

Export record

Contributors

Author: Ivan Markovsky
Author: Sabine Van Huffel
Editor: I. Lirkov
Editor: S. Margenov
Editor: J. Wasniewski

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

Library staff additional information
Atom RSS 1.0 RSS 2.0

Contact ePrints Soton: eprints@soton.ac.uk

ePrints Soton supports OAI 2.0 with a base URL of http://eprints.soton.ac.uk/cgi/oai2

This repository has been built using EPrints software, developed at the University of Southampton, but available to everyone to use.

We use cookies to ensure that we give you the best experience on our website. If you continue without changing your settings, we will assume that you are happy to receive cookies on the University of Southampton website.

×