Tikhonov regularization for weighted total least squares problems

Yimin Wei; Naimin Zhang; Kwok Po NG; Wei Xu

doi:10.1016/j.aml.2006.03.004

Tikhonov regularization for weighted total least squares problems

Yimin Wei^*, Naimin Zhang, Kwok Po NG, Wei Xu

^*Corresponding author for this work

Department of Mathematics

Research output: Contribution to journal › Journal article › peer-review

11 Citations (Scopus)

Abstract

In this work, we study and analyze the regularized weighted total least squares (RWTLS) formulation. Our regularization of the weighted total least squares problem is based on the Tikhonov regularization. Numerical examples are presented to demonstrate the effectiveness of the RWTLS method.

Original language	English
Pages (from-to)	82-87
Number of pages	6
Journal	Applied Mathematics Letters
Volume	20
Issue number	1
DOIs	https://doi.org/10.1016/j.aml.2006.03.004
Publication status	Published - Jan 2007

Scopus Subject Areas

Applied Mathematics

User-Defined Keywords

Lagrange multiplier
Matrix differentiation
Tikhonov regularization
Total least squares
Weighted regularized total least squares

Access to Document

10.1016/j.aml.2006.03.004

Cite this

@article{61f25b01cca6468f9aaee975a6b1fe99,

title = "Tikhonov regularization for weighted total least squares problems",

abstract = "In this work, we study and analyze the regularized weighted total least squares (RWTLS) formulation. Our regularization of the weighted total least squares problem is based on the Tikhonov regularization. Numerical examples are presented to demonstrate the effectiveness of the RWTLS method.",

keywords = "Lagrange multiplier, Matrix differentiation, Tikhonov regularization, Total least squares, Weighted regularized total least squares",

author = "Yimin Wei and Naimin Zhang and NG, {Kwok Po} and Wei Xu",

note = "Funding Information: Research supported in part by the National Natural Science Foundation of China under grant 10471027 and Shanghai Education Committee, and Hong Kong RGC Grants Nos 7046/03P, 7035/04P and 7035/05P, and HKBU FRGs. ",

year = "2007",

month = jan,

doi = "10.1016/j.aml.2006.03.004",

language = "English",

volume = "20",

pages = "82--87",

journal = "Applied Mathematics Letters",

issn = "0893-9659",

publisher = "Elsevier Ltd.",

number = "1",

}

TY - JOUR

T1 - Tikhonov regularization for weighted total least squares problems

AU - Wei, Yimin

AU - Zhang, Naimin

AU - NG, Kwok Po

AU - Xu, Wei

N1 - Funding Information: Research supported in part by the National Natural Science Foundation of China under grant 10471027 and Shanghai Education Committee, and Hong Kong RGC Grants Nos 7046/03P, 7035/04P and 7035/05P, and HKBU FRGs.

PY - 2007/1

Y1 - 2007/1

N2 - In this work, we study and analyze the regularized weighted total least squares (RWTLS) formulation. Our regularization of the weighted total least squares problem is based on the Tikhonov regularization. Numerical examples are presented to demonstrate the effectiveness of the RWTLS method.

AB - In this work, we study and analyze the regularized weighted total least squares (RWTLS) formulation. Our regularization of the weighted total least squares problem is based on the Tikhonov regularization. Numerical examples are presented to demonstrate the effectiveness of the RWTLS method.

KW - Lagrange multiplier

KW - Matrix differentiation

KW - Tikhonov regularization

KW - Total least squares

KW - Weighted regularized total least squares

UR - http://www.scopus.com/inward/record.url?scp=33750005355&partnerID=8YFLogxK

U2 - 10.1016/j.aml.2006.03.004

DO - 10.1016/j.aml.2006.03.004

M3 - Journal article

AN - SCOPUS:33750005355

SN - 0893-9659

VL - 20

SP - 82

EP - 87

JO - Applied Mathematics Letters

JF - Applied Mathematics Letters

IS - 1

ER -

Tikhonov regularization for weighted total least squares problems

Abstract

Scopus Subject Areas

User-Defined Keywords

Access to Document

Other files and links

Fingerprint

Cite this