• The matrix-restricted total le...

Result: The matrix-restricted total least-squares problem

Title:
The matrix-restricted total least-squares problem
Authors:
BECK, Amir
Source:
Signal processing. 87(10):2303-2312
Publisher Information:
Amsterdam: Elsevier Science, 2007.
Publication Year:
2007
Physical Description:
print, 20 ref
Original Material:
INIST-CNRS
Subject Terms:
Telecommunications, Télécommunications, Sciences exactes et technologie, Exact sciences and technology, Sciences appliquees, Applied sciences, Informatique; automatique theorique; systemes, Computer science; control theory; systems, Logiciel, Software, Organisation des mémoires. Traitement des données, Memory organisation. Data processing, Systèmes d'information. Bases de données, Information systems. Data bases, Telecommunications et theorie de l'information, Telecommunications and information theory, Théorie de l'information, du signal et des communications, Information, signal and communications theory, Théorie de l'information, Information theory, Algorithme, Algorithm, Algoritmo, Fonction quadratique, Quadratic function, Función cuadrática, Intervalle confiance, Confidence interval, Intervalo confianza, Méthode moindre carré, Least squares method, Método cuadrado menor, Problème moindre carré, Least squares problem, Problema minimos cuadrados, Programmation non convexe, Non convex programming, Programación no convexa, Système linéaire, Linear system, Sistema lineal, Traitement information, Information processing, Procesamiento información, Generalized trust region subproblem, Nonconvex optimization, Restricted total least squares, Structured total least-squares
Document Type:
Conference Conference Paper
File Description:
text
Language:
English
Author Affiliations:
Department of Industrial Engineering and Management, Technion-Israel Institute of Technology, Haifa 32000, Israel
ISSN:
0165-1684
Access URL:
http://pascal-francis.inist.fr/vibad/index.php?action=search&terms=19121995
Rights:
Copyright 2007 INIST-CNRS
CC BY 4.0
Sauf mention contraire ci-dessus, le contenu de cette notice bibliographique peut être utilisé dans le cadre d’une licence CC BY 4.0 Inist-CNRS / Unless otherwise stated above, the content of this bibliographic record may be used under a CC BY 4.0 licence by Inist-CNRS / A menos que se haya señalado antes, el contenido de este registro bibliográfico puede ser utilizado al amparo de una licencia CC BY 4.0 Inist-CNRS
Notes:
Computer science; theoretical automation; systems

Telecommunications and information theory
Accession Number:
edscal.19121995
Database:
PASCAL Archive

Further Information

We present and study the matrix-restricted total least squares (MRTLS) devised to solve linear systems of the form Ax ≈ b where A and b are both subjected to noise and A has errors of the form DEC. D and C are known matrices and E is unknown. We show that the MRTLS problem amounts to solving a problem of minimizing a sum of fractional quadratic terms and a quadratic function and compare it to the related restricted TLS problem of Van Huffel and Zha [The restricted total least squares problem: formulation, algorithm, and properties, SIAM J. Matrix Anal. Appl. 12(2) (1991) 292-309.]. Finally, we present an algorithm for solving the MRTLS, which is based on a reduction to a single-variable minimization problem. This reduction is shown to have the ability of eliminating local optima points.