Generalised total least squares solution based on pseudo-observation method

Survey Review ◽  
2016 ◽  
Vol 48 (348) ◽  
pp. 157-167 ◽  
Author(s):  
C. Hu ◽  
Y. Chen ◽  
W. D. Zhu
Keyword(s):  
Least Squares ◽  
Total Least Squares ◽  
Least Squares Solution ◽  
Observation Method

scholarly journals A Stochastic Total Least Squares Solution of Adaptive Filtering Problem

2014 ◽  
Vol 2014 ◽  
pp. 1-6 ◽  
Author(s):  
Shazia Javed ◽  
Noor Atinah Ahmad
Keyword(s):  
Least Squares ◽  
Adaptive Filtering ◽  
Optimal Solution ◽  
Total Least Squares ◽  
Mean Square ◽  
Least Mean Square ◽  
Least Squares Solution ◽  
Input And Output ◽  
Unknown System ◽  
Filtering Problem

An efficient and computationally linear algorithm is derived for total least squares solution of adaptive filtering problem, when both input and output signals are contaminated by noise. The proposed total least mean squares (TLMS) algorithm is designed by recursively computing an optimal solution of adaptive TLS problem by minimizing instantaneous value of weighted cost function. Convergence analysis of the algorithm is given to show the global convergence of the proposed algorithm, provided that the stepsize parameter is appropriately chosen. The TLMS algorithm is computationally simpler than the other TLS algorithms and demonstrates a better performance as compared with the least mean square (LMS) and normalized least mean square (NLMS) algorithms. It provides minimum mean square deviation by exhibiting better convergence in misalignment for unknown system identification under noisy inputs.

scholarly journals The Constrained Total Least Squares Solution for Virtual Reference Feedback Tuning

2020 ◽  
Vol 53 (2) ◽  
pp. 3983-3988
Author(s):  
Cristiane Silva Garcia ◽  
Alexandre Sanfelici Bazanella
Keyword(s):  
Least Squares ◽  
Total Least Squares ◽  
Virtual Reference ◽  
Least Squares Solution
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