Recent Advances in Total Least Squares Techniques and Errors-in-variables Modeling

Recent Advances in Total Least Squares Techniques and Errors-in-variables Modeling
Author: Sabine van Huffel
Publisher: SIAM
Total Pages: 404
Release: 1997-01-01
Genre: Mathematics
ISBN: 9780898713930

An overview of the computational issues; statistical, numerical, and algebraic properties, and new generalizations and applications of advances on TLS and EIV models. Experts from several disciplines prepared overview papers which were presented at the conference and are included in this book.

Total Least Squares and Errors-in-Variables Modeling

Total Least Squares and Errors-in-Variables Modeling
Author: S. van Huffel
Publisher: Springer Science & Business Media
Total Pages: 389
Release: 2013-03-14
Genre: Mathematics
ISBN: 9401735522

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.

Advanced Mathematical & Computational Tools in Metrology VI

Advanced Mathematical & Computational Tools in Metrology VI
Author: P. Ciarlini
Publisher: World Scientific
Total Pages: 367
Release: 2004
Genre: Computers
ISBN: 9812389040

This volume collects refereed contributions based on the presentations made at the Sixth Workshop on Advanced Mathematical and Computational Tools in Metrology, held at the Istituto di Metrologia “G. Colonnetti” (IMGC), Torino, Italy, in September 2003. It provides a forum for metrologists, mathematicians and software engineers that will encourage a more effective synthesis of skills, capabilities and resources, and promotes collaboration in the context of EU programmes, EUROMET and EA projects, and MRA requirements. It contains articles by an important, worldwide group of metrologists and mathematicians involved in measurement science and, together with the five previous volumes in this series, constitutes an authoritative source for the mathematical, statistical and software tools necessary to modern metrology.The proceedings have been selected for coverage in: Index to Scientific & Technical Proceedings® (ISTP® / ISI Proceedings)Index to Scientific & Technical Proceedings (ISTP CDROM version / ISI Proceedings)CC Proceedings — Engineering & Physical Science

The Total Least Squares Problem

The Total Least Squares Problem
Author: Sabine Van Huffel
Publisher: SIAM
Total Pages: 302
Release: 1991-01-01
Genre: Mathematics
ISBN: 0898712750

This is the first book devoted entirely to total least squares. The authors give a unified presentation of the TLS problem. A description of its basic principles are given, the various algebraic, statistical and sensitivity properties of the problem are discussed, and generalizations are presented. Applications are surveyed to facilitate uses in an even wider range of applications. Whenever possible, comparison is made with the well-known least squares methods. A basic knowledge of numerical linear algebra, matrix computations, and some notion of elementary statistics is required of the reader; however, some background material is included to make the book reasonably self-contained.

Errors-in-Variables Methods in System Identification

Errors-in-Variables Methods in System Identification
Author: Torsten Söderström
Publisher: Springer
Total Pages: 495
Release: 2018-04-07
Genre: Technology & Engineering
ISBN: 3319750011

This book presents an overview of the different errors-in-variables (EIV) methods that can be used for system identification. Readers will explore the properties of an EIV problem. Such problems play an important role when the purpose is the determination of the physical laws that describe the process, rather than the prediction or control of its future behaviour. EIV problems typically occur when the purpose of the modelling is to get physical insight into a process. Identifiability of the model parameters for EIV problems is a non-trivial issue, and sufficient conditions for identifiability are given. The author covers various modelling aspects which, taken together, can find a solution, including the characterization of noise properties, extension to multivariable systems, and continuous-time models. The book finds solutions that are constituted of methods that are compatible with a set of noisy data, which traditional approaches to solutions, such as (total) least squares, do not find. A number of identification methods for the EIV problem are presented. Each method is accompanied with a detailed analysis based on statistical theory, and the relationship between the different methods is explained. A multitude of methods are covered, including: instrumental variables methods; methods based on bias-compensation; covariance matching methods; and prediction error and maximum-likelihood methods. The book shows how many of the methods can be applied in either the time or the frequency domain and provides special methods adapted to the case of periodic excitation. It concludes with a chapter specifically devoted to practical aspects and user perspectives that will facilitate the transfer of the theoretical material to application in real systems. Errors-in-Variables Methods in System Identification gives readers the possibility of recovering true system dynamics from noisy measurements, while solving over-determined systems of equations, making it suitable for statisticians and mathematicians alike. The book also acts as a reference for researchers and computer engineers because of its detailed exploration of EIV problems.

Low-Rank Approximation

Low-Rank Approximation
Author: Ivan Markovsky
Publisher: Springer
Total Pages: 280
Release: 2018-08-03
Genre: Technology & Engineering
ISBN: 3319896202

This book is a comprehensive exposition of the theory, algorithms, and applications of structured low-rank approximation. Local optimization methods and effective suboptimal convex relaxations for Toeplitz, Hankel, and Sylvester structured problems are presented. A major part of the text is devoted to application of the theory with a range of applications from systems and control theory to psychometrics being described. Special knowledge of the application fields is not required. The second edition of /Low-Rank Approximation/ is a thoroughly edited and extensively rewritten revision. It contains new chapters and sections that introduce the topics of: • variable projection for structured low-rank approximation;• missing data estimation;• data-driven filtering and control;• stochastic model representation and identification;• identification of polynomial time-invariant systems; and• blind identification with deterministic input model. The book is complemented by a software implementation of the methods presented, which makes the theory directly applicable in practice. In particular, all numerical examples in the book are included in demonstration files and can be reproduced by the reader. This gives hands-on experience with the theory and methods detailed. In addition, exercises and MATLAB^® /Octave examples will assist the reader quickly to assimilate the theory on a chapter-by-chapter basis. “Each chapter is completed with a new section of exercises to which complete solutions are provided.” Low-Rank Approximation (second edition) is a broad survey of the Low-Rank Approximation theory and applications of its field which will be of direct interest to researchers in system identification, control and systems theory, numerical linear algebra and optimization. The supplementary problems and solutions render it suitable for use in teaching graduate courses in those subjects as well.