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14

LSSC
2005
Springer

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128views Applied Computing» more LSSC 2005»

On Weighted Structured Total Least Squares

13 years 10 months ago

On Weighted Structured Total Least Squares

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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.

Ivan Markovsky, Sabine Van Huffel

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Computational Complexity | LSSC 2005 | Sample Size | Weighted Cost Functions |

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Added	28 Jun 2010
Updated	28 Jun 2010
Type	Conference
Year	2005
Where	LSSC
Authors	Ivan Markovsky, Sabine Van Huffel

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