Total Least Squares and Errors-In-Variables Modeling: Analysis, Algorithms and Applications

ISBN-13: 9781402004766 / Angielski / Twarda / 2002 / 398 str.

Sabine Van Huffel; Philippe Lemmerling; Savine Van Huffel

Opis

In response to a growing interest in Total Least Squares (TLS) and Errors-In-Variables (EIV) modeling by researchers and practitioners, well-known experts from several disciplines were invited to prepare an overview paper and present it at the third international workshop on TLS and EIV modeling held in Leuven, Belgium, August 27-29, 2001. These invited papers, representing two-thirds of the book, together with a selection of other presented contributions yield a complete overview of the main scientific achievements since 1996 in TLS and Errors-In-Variables modeling. In this way, the book nicely completes two earlier books on TLS (SIAM 1991 and 1997). Not only computational issues, but also statistical, numerical, algebraic properties are described, as well as many new generalizations and applications. Being aware of the growing interest in these techniques, it is a strong belief that this book will aid and stimulate users to apply the new techniques and models correctly to their own practical problems.

Spis treści

Preface. Introduction to Total Least Squares and Errors-in-Variables Modeling; S. Van Huffel, P. Lemmerling. Part I: Basic Concepts and Analysis in EIV Modeling. TLS and its Improvements by Semiparametric Approach; S. Amari, M. Kawanabe. Unifying Least Squares, Total Least Squares and Data Least Squares; C.C. Paige, Z. Strakos. Bounds for the Least Squares Residual Using Scaled TLS; C.C. Paige, Z. Strakos. Part II: Total Least Squares Algorithms. Recent Developments in Rank Revealing and Lanczos Methods for Total Least Squares Related Problems; R.D. Fierro, P.C. Hansen. A Regularized Total Least Squares Algorithm; H. Guo, R.A. Renaut. The Parametric Quadratic Form Method for Solving TLS Problems with Elementwise Weighting; A. Premoli, M.L. Rastello. Part III: Structured Total Least Squares Problems. Structured Total Least Squares: Analysis, Algorithms and Applications; P. Lemmerling, S. Van Huffel. Fast Structured Total Least Squares Algorithms via Exploitation of the Displacement Structure; N. Mastronardi, et al. The Extended STLS Algorithm for Minimizing the Extended LS Criterion; A. Yeredor. Part IV: Nonlinear EIV Models and Statistical Estimators. Bayesian Smoothing for Measurement Error Problems; S.M. Berry, et al. On the Polynomial Measurement Error Model; Chi-Lun Cheng, H. Schneeweiss. On Consistent Estimators in Nonlinear Functional EIV Models; A. Kukush, S. Zwanzig. On Consistent Estimators in Linear and Bilinear Multivariate Errors-in-Variables Models; A. Kukush, et al. Identification of Semi-Linear Models Within an Errors-in-Variables Framework; R. Pintelon, J. Schoukens. Cox's Proportional Hazards Model under Covariate Measurement Error; T. Augustin, R. Schwarz. Part V: EIV Modeling with Bounded Uncertainties. State-Space Estimation with Uncertain Models; A.H. Sayed, A. Subramanian. Models for Robust Estimation and Identification; S. Chandrasekaran, K. Schubert. Robust Solutions to Linear Approximation Problems Under Ellipsoidal Uncertainty; G.A. Watson. Part VI: Curve Fitting. QR Factorization of the Jacobian in Some Structured Nonlinear Least Squares Problems; Å. Björck. Neural Minor Component Analysis and TLS; G. Cirrincione, M. Cirrincione. On the Structural Line Segment Model; O. Davidov, et al. Model Fitting for Multiple Variables by Minimising the Geometric Mean Deviation; C. Tofallis. Part VII: EIV Estimation in System Identification. Perspectives on Errors-in-Variables Estimation for Dynamic Systems; T. Söderström, et al. Errors-in-Variables Filtering in Behavioural and State-Space Contexts, R. Guidorzi, et al. Weighted Total Least Squares, Rank Deficiency and Linear Matrix Structures; B. De Moor. Frequency-Domain TLS and GTLS Algorithms for Modal Analysis Applications; P. Verboven, et al. Part VIII: EIV Estimation in Signal Processing. A New Decimative Spectral Estimation Method with Unconstrained Model Order and Decimation Factor; S.-E. Fotinea, et al. Modeling Audio with Damped Sinusoids Using Total Least Squares Algorithms; W. Verhelst, et al. Real-Time TLS Algorithms in Gaussian and Impulse Noise Environments; Da-Zeng Feng, et al. Part IX: EIV Applications in Other Fields. Efficient Computation of the Riemannian SVD in Total Least Squares Problems in Information Retrieval; R.D. Fierro, M.W. Berry. Constrained Total Least Squares for Color Image Reconstructio