Weighted/structured total least squares problems and polynomial system solving

© 2012, i6doc.com publication. All rights reserved. Weighted and Structured Total Least Squares (W/STLS) problems are generalizations of Total Least Squares with additional weighting and/or structure constraints. W/STLS are found at the heart of several mathematical engineering techniques, such as statistics and systems theory, and are typically solved by local optimization methods, having the drawback that one cannot guarantee global optimality of the retrieved solution. This paper employs the Riemannian SVD formulation to write the W/STLS problem as a system of polynomial equations. Using a novel matrix technique for solving systems of polynomial equations, the globally optimal solution of the W/STLS problem is retrieved.

ISBN:9782874190490

Publication year:2012