论文信息 - On Weighted Structured Total Least Squares

On Weighted Structured Total Least Squares

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.

Sabine Van Huffel | Ivan Markovsky

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