On weighted structured total least squares

Authors:
Ivan Markovsky;Sabine Van Huffel
Affiliations:
ESAT-SCD, K.U. Leuven, Leuven, Belgium;ESAT-SCD, K.U. Leuven, Leuven, Belgium
Venue:
LSSC'05 Proceedings of the 5th international conference on Large-Scale Scientific Computing
Year:
2005

Citing 3
Cited 1

Block-Toeplitz/Hankel Structured Total Least Squares

SIAM Journal on Matrix Analysis and Applications
The element-wise weighted total least-squares problem

Computational Statistics & Data Analysis
High-performance numerical algorithms and software for structured total least squares

Journal of Computational and Applied Mathematics

Overview of total least-squares methods

Signal Processing

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Abstract

In this contribution we extend our previous results on the structured total least squares problem to the case of weighted cost functions. 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.