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Filter factors of truncated TLS regularization with multiple observations

Iveta Hnětynková, Martin Plešinger, Jana Žáková (2017)

Applications of Mathematics

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 A x 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...

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