On Weighted Structured Total Least Squares

In this contribution we extend our previous results on the structured total least squares problem to the case of weighted cost functions. It is shown that the computational complexity of the proposed algorithm is preserved linear in the sample size when the weight matrix is banded with bandwidth that is independent of the sample size.

• Type: Conference
• Year: 2005
• Where: LSSC
• Authors: Ivan Markovsky, Sabine Van Huffel
• Keywords: Computational Complexity, LSSC 2005, Sample Size, Weighted Cost Functions