×

The constrained total least squares technique and its applications to harmonic superresolution. (English) Zbl 0744.65031

The constrained total least squares (CTLS) method is an extension of the total least squares (TLS) method to the case when the noise components of the coefficients are algebraically related. In this paper, the CTLS problem is reduced to an unconstrained minimization problem over a small set of variables and its solution is determined by the complex version of the Newton method. It is shown that the CTLS problem is equivalent to a constrained parameter maximum-likelihood problem. Finally, the authors apply the CTLS technique to estimate the frequencies of sinusoids.

MSC:

65F20 Numerical solutions to overdetermined systems, pseudoinverses
93E24 Least squares and related methods for stochastic control systems
PDFBibTeX XMLCite
Full Text: DOI