Filter factors of truncated TLS regularization with multiple observations.

Autor:	Hnětynková, Iveta, 1979-
Další autoři:	Plešinger, Martin, 1980- Žáková, Jana
Jazyk:	angličtina
Předmět:	články journal articles metoda nejmenších čtverců regularizace faktory filtru truncated total least squares multiple right-hand sides eigenvalues of rank-d update ill-posed problem regularization filter factors
Druh dokumentu:	Non-fiction
ISSN:	0862-7940
Abstrakt:	Abstract: The total least squares (TLS) and truncated TLS (T-TLS) methods are widely known linear data fitting approaches, often used also in the context of very ill-conditioned, rank-deficient, or ill-posed problems. Regularization properties of T-TLS applied to linear approximation problems Ax ≈ b were analyzed by Fierro, Golub, Hansen, and O’Leary (1997) through the so-called filter factors allowing to represent the solution in terms of a filtered pseudoinverse of A applied to b. This paper focuses on the situation when multiple observations b₁,..., bd are available, i.e., the T-TLS method is applied to the problem AX ≈ B, where B = [b₁,..., bd] is a matrix. It is proved that the filtering representation of the T-TLS solution can be generalized to this case. The corresponding filter factors are explicitly derived.
Databáze:	Katalog Knihovny AV ČR
Externí odkaz:	Plný text Full text from SpringerLink