A new method for Total Least Squares (TLS) problems is presented. It differs from previous approaches and is based on the solution of successive Least Squares problems. The method is quite suitable for Structured TLS ...A new method for Total Least Squares (TLS) problems is presented. It differs from previous approaches and is based on the solution of successive Least Squares problems. The method is quite suitable for Structured TLS (STLS) problems. We study mostly the case of Toeplitz matrices in this paper. The numerical tests illustrate that the method converges to the solution fast for Toeplitz STLS problems. Since the method is designed for general TLS problems, other structured problems can be treated similarly.展开更多
基金The work of the first author was also supported by Grant MM-707/97 from the National Scientific Research Fund of the Bulgarian Ministry of Education and Science .The work of the second author was partially supported by CNPq,CAPES,FINEP,Fundacao Araucaria
文摘A new method for Total Least Squares (TLS) problems is presented. It differs from previous approaches and is based on the solution of successive Least Squares problems. The method is quite suitable for Structured TLS (STLS) problems. We study mostly the case of Toeplitz matrices in this paper. The numerical tests illustrate that the method converges to the solution fast for Toeplitz STLS problems. Since the method is designed for general TLS problems, other structured problems can be treated similarly.
