Comparison of least squares methods for problems with errors in the model

Autor: Dvořák, Jan
Přispěvatelé: Hnětynková, Iveta, Kopal, Jiří
Jazyk: čeština
Rok vydání: 2019
Předmět:
Popis: In this work we study the least squares and the total least squares problem for the solution of linear aproximation problems. We introduce both formulations and we discuss the existence and uniqueness of their solutions. We show selected computational methods based on the singular value decomposition. Further we focus on algebraic relations between both solutions and associated residuals. We present several estimates for the norm of the difference between the least squares and total least squares solution. We discuss their dependance on singular values of A and ( A b ) . Finally we illustrate the methods on selected test problems in the Matlab enviroment. 1
Databáze: OpenAIRE