## Structured total least squares and L_2 Approximation Problems (1993)

Citations: | 22 - 1 self |

### BibTeX

@MISC{Moor93structuredtotal,

author = {Bart De Moor},

title = {Structured total least squares and L_2 Approximation Problems},

year = {1993}

}

### OpenURL

### Abstract

It is shown how structured and weighted total least squares and L 2 approximation problems lead to a 'nonlinear' generalized singular value decomposition. An inverse iteration scheme to find a (local) minimum is proposed. The emphasis of the paper is not on the convergence analysis of the algorithm, but rather the purpose is to illustrate its use in numerous applications in systems and control, including total least squares with relative errors and/or fixed elements, inverse singular value problems, an errors-in-variables variant of the Kalman filter, impulse response realization from noisy data, H 2 model reduction, H 2 system identification and calculating the largest stability radius of uncertain linear systems. Several numerical examples are given. Revised versions will be available via anonymous ftp to gate.esat.kuleuven.ac.be in the file pub/SISTA/demoor/reports/h2rankdef-final.ps.Z (compressed postscript format). 1