The Total Least Squares Problem

The Total Least Squares Problem
Author :
Publisher : SIAM
Total Pages : 302
Release :
ISBN-10 : 9780898712759
ISBN-13 : 0898712750
Rating : 4/5 (59 Downloads)

Book Synopsis The Total Least Squares Problem by : Sabine Van Huffel

Download or read book The Total Least Squares Problem written by Sabine Van Huffel and published by SIAM. This book was released on 1991-01-01 with total page 302 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.


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The method of least squares was discovered by Gauss in 1795. It has since become the principal tool to reduce the influence of errors when fitting models to giv