Filter Factors of Truncated TLS Regularization with Multiple Observations

Kód výsledku v IS VaVaI

<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F67985807%3A_____%2F17%3A00474150" target="_blank" >RIV/67985807:_____/17:00474150 - isvavai.cz</a>

Nalezeny alternativní kódy

RIV/46747885:24510/17:00004908 RIV/00216208:11320/17:10366649

Výsledek na webu

<a href="http://dx.doi.org/10.21136/AM.2017.0228-16" target="_blank" >http://dx.doi.org/10.21136/AM.2017.0228-16</a>

DOI - Digital Object Identifier

<a href="http://dx.doi.org/10.21136/AM.2017.0228-16" target="_blank" >10.21136/AM.2017.0228-16</a>

Jazyk výsledku

angličtina

Název v původním jazyce

Filter Factors of Truncated TLS Regularization with Multiple Observations

Popis výsledku v původním jazyce

The total least squares (TLS) and truncated TLS (T-TLS) methods are widely known linear data fitting approaches, often used also in the context of very ill-conditioned, rank-deficient, or ill-posed problems. Regularization properties of T-TLS applied to linear approximation problems Ax approx b were analyzed by Fierro, Golub, Hansen, and O’Leary (1997) through the so-called filter factors allowing to represent the solution in terms of a filtered pseudoinverse of A applied to b. This paper focuses on the situation when multiple observations b1,..., bd are available, i.e., the T-TLS method is applied to the problem AX approx B, where B = [b1,..., bd] is a matrix. It is proved that the filtering representation of the T-TLS solution can be generalized to this case. The corresponding filter factors are explicitly derived.

Název v anglickém jazyce

Filter Factors of Truncated TLS Regularization with Multiple Observations

Popis výsledku anglicky

The total least squares (TLS) and truncated TLS (T-TLS) methods are widely known linear data fitting approaches, often used also in the context of very ill-conditioned, rank-deficient, or ill-posed problems. Regularization properties of T-TLS applied to linear approximation problems Ax approx b were analyzed by Fierro, Golub, Hansen, and O’Leary (1997) through the so-called filter factors allowing to represent the solution in terms of a filtered pseudoinverse of A applied to b. This paper focuses on the situation when multiple observations b1,..., bd are available, i.e., the T-TLS method is applied to the problem AX approx B, where B = [b1,..., bd] is a matrix. It is proved that the filtering representation of the T-TLS solution can be generalized to this case. The corresponding filter factors are explicitly derived.

Druh

J_imp - Článek v periodiku v databázi Web of Science

CEP obor

—

OECD FORD obor

10102 - Applied mathematics

Projekt

<a href="/cs/project/GA13-06684S" target="_blank" >GA13-06684S: Iterační metody ve výpočetní matematice: Analýza, předpodmínění a aplikace</a><br>

Návaznosti

P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)

Rok uplatnění

2017

Kód důvěrnosti údajů

S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Název periodika

Applications of Mathematics

ISSN

0862-7940

e-ISSN

—

Svazek periodika

62

Číslo periodika v rámci svazku

2

Stát vydavatele periodika

CZ - Česká republika

Počet stran výsledku

16

Strana od-do

105-120

Kód UT WoS článku

000400889400002

EID výsledku v databázi Scopus

2-s2.0-85015684073