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research article
The Degenerate Bounded Errors-in-Variables Model
We consider the following problem: $\min_{x \in {\cal R}^n} \min_{|E| \le \eta} |(A+E)x-b|$, where A is an $m \times n$ real matrix and b is an n-dimensional real column vector when it has multiple global minima. This problem is an errors-in-variables problem, which has an important relation to total least squares with bounded uncertainty. A computable condition for checking if the problem is degenerate as well as an efficient algorithm to find the global solution with minimum Euclidean norm are presented.
Type
research article
Authors
Publication date
2001
Published in
Volume
23
Issue
1
Start page
138
End page
166
Peer reviewed
REVIEWED
EPFL units
Available on Infoscience
December 19, 2017
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