Total Least Squares and Errors-in-variables Modeling

The total least squares method is a numerical linear algebra tool for finding approximate solutions to overdetermined systems of equation s Ax = b, where both the vectorb as well as the matrixA are assumed to be perturbed. Since its definition by Golub and Van Loan in 1980, the classical total lea st squares method has been extended to solve weighted, structured, and regula ized total least squares problems and was applied in signal processing, system ident ification, computer vision, document retrieval, computer algebra, and other field s.

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