A Robust Algorithm of Total Least Squares Method
Summary :
The TLS method is an unbiased estimator for solving the overdetermined set of linear equations when errors occur in all data. However it doesn't show robustness while the errors have a heavy tailed pdf. In this letter we derive a robust method of TLS (ROTLS) based on the characteristics of TLS solution, where the performance of ROTLS is verified by applying it to the system identification problem.
- Publication
- IEICE TRANSACTIONS on Fundamentals Vol.E80-A No.7 pp.1336-1339
- Publication Date
- 1997/07/25
- Publicized
- Online ISSN
- DOI
- Type of Manuscript
- Category
- Digital Signal Processing
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Yong-Jin CHOI, Jin-Young KIM, K.M. SUNG, "A Robust Algorithm of Total Least Squares Method" in IEICE TRANSACTIONS on Fundamentals,
vol. E80-A, no. 7, pp. 1336-1339, July 1997, doi: .
Abstract: The TLS method is an unbiased estimator for solving the overdetermined set of linear equations when errors occur in all data. However it doesn't show robustness while the errors have a heavy tailed pdf. In this letter we derive a robust method of TLS (ROTLS) based on the characteristics of TLS solution, where the performance of ROTLS is verified by applying it to the system identification problem.
URL: https://global.ieice.org/en_transactions/fundamentals/10.1587/e80-a_7_1336/_p
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@ARTICLE{e80-a_7_1336,
author={Yong-Jin CHOI, Jin-Young KIM, K.M. SUNG, },
journal={IEICE TRANSACTIONS on Fundamentals},
title={A Robust Algorithm of Total Least Squares Method},
year={1997},
volume={E80-A},
number={7},
pages={1336-1339},
abstract={The TLS method is an unbiased estimator for solving the overdetermined set of linear equations when errors occur in all data. However it doesn't show robustness while the errors have a heavy tailed pdf. In this letter we derive a robust method of TLS (ROTLS) based on the characteristics of TLS solution, where the performance of ROTLS is verified by applying it to the system identification problem.},
keywords={},
doi={},
ISSN={},
month={July},}
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TY - JOUR
TI - A Robust Algorithm of Total Least Squares Method
T2 - IEICE TRANSACTIONS on Fundamentals
SP - 1336
EP - 1339
AU - Yong-Jin CHOI
AU - Jin-Young KIM
AU - K.M. SUNG
PY - 1997
DO -
JO - IEICE TRANSACTIONS on Fundamentals
SN -
VL - E80-A
IS - 7
JA - IEICE TRANSACTIONS on Fundamentals
Y1 - July 1997
AB - The TLS method is an unbiased estimator for solving the overdetermined set of linear equations when errors occur in all data. However it doesn't show robustness while the errors have a heavy tailed pdf. In this letter we derive a robust method of TLS (ROTLS) based on the characteristics of TLS solution, where the performance of ROTLS is verified by applying it to the system identification problem.
ER -
English
