Bibliography on total least squares and related methods
Bibliography on total least squares and related methods
The class of total least squares methods has been growing since the basic total least squares method was proposed by Golub and Van Loan in the 70's. Efficient and robust computational algorithms were developed and properties of the resulting estimators were established in the errors-in-variables setting. At the same time the developed methods were applied in diverse areas, leading to broad literature on the subject. This paper collects the main references and guides the reader in finding details about the total least squares methods and their applications. In addition, the paper comments on similarities and differences between the total least squares and the singular spectrum analysis methods.
total least squares, errors-in-variables, singular spectrum analysis
329-334
Markovsky, Ivan
7d632d37-2100-41be-a4ff-90b92752212c
Markovsky, Ivan
7d632d37-2100-41be-a4ff-90b92752212c
Markovsky, Ivan
(2010)
Bibliography on total least squares and related methods.
Statistics and Its Interface, 3, .
(In Press)
Abstract
The class of total least squares methods has been growing since the basic total least squares method was proposed by Golub and Van Loan in the 70's. Efficient and robust computational algorithms were developed and properties of the resulting estimators were established in the errors-in-variables setting. At the same time the developed methods were applied in diverse areas, leading to broad literature on the subject. This paper collects the main references and guides the reader in finding details about the total least squares methods and their applications. In addition, the paper comments on similarities and differences between the total least squares and the singular spectrum analysis methods.
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tls-bib.pdf
- Accepted Manuscript
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Accepted/In Press date: September 2010
Keywords:
total least squares, errors-in-variables, singular spectrum analysis
Organisations:
Southampton Wireless Group
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Local EPrints ID: 271040
URI: http://eprints.soton.ac.uk/id/eprint/271040
PURE UUID: 35b8c1dc-3d91-48fa-9ca1-e1d8402a8bb6
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Date deposited: 10 May 2010 08:33
Last modified: 14 Mar 2024 09:21
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Author:
Ivan Markovsky
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