TY - JOUR
T1 - A Successive Least Squares Method for Structured Total Least Squares
AU - Yalamov , Plamen Y.
AU - Yuan , Jin-Yun
JO - Journal of Computational Mathematics
VL - 4
SP - 463
EP - 472
PY - 2003
DA - 2003/08
SN - 21
DO - http://doi.org/
UR - https://global-sci.org/intro/article_detail/jcm/10249.html
KW - Structure total least squares, Linear least squares, Successive linear squares method, Toelitz systems, Structure least squares.
AB - <p style="text-align: justify;">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.</p>