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HOMOTOPIC SOLUTION OF EW-TLS PROBLEMS

    Work partially funded under EU SofTools_MetroNet Contract N. G6RT-CT-2001-05061.

    https://doi.org/10.1142/9789812702647_0022Cited by:0 (Source: Crossref)
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    Abstract:

    This paper presents a new homotopic algorithm for solving Elementwise-Weighted Total-Least-Squares (EW-TLS) problems. For this class of problems the assumption of identical variances of data errors, typical of classical TLS problems, is removed, but the solution is not available in a closed form. The proposed iterative algorithm minimizes an ad hoc parametric weighted Frobenius norm of errors. The gradual increase of the continuation parameter from 0 to 1 allows one to overcome the crucial choice of the starting point. Some numerical examples show the capabilities of this algorithm in solving EW-TLS problems.