Total Least Squares and Errors- In-Variables Modeling: Bridging the Gap Between Statistics, Computational Mathematics and Engineering

Sabine Van Huffel ()
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Sabine Van Huffel: Katholieke Universiteit Leuven, Department of Electrical Engineering, Division ESAT-SCD

A chapter in COMPSTAT 2004 — Proceedings in Computational Statistics, 2004, pp 539-555 from Springer

Abstract: Abstract The main purpose of this paper is to present an overview of the progress of a modeling technique which is known as Total Least Squares (TLS) in computational mathematics and engineering, and as Errors-In- Variables (EIV) modeling or orthogonal regression in the statistical community. The basic concepts of TLS and EIV modeling are presented. In particular, it is shown how the seemingly different linear algebraic approach of TLS, as studied in computational mathematics and applied in diverse engineering fields, is related to EIV regression, as studied in the field of statistics. Computational methods, as well as the main algebraic, sensitivity and statistical properties of the estimators, are discussed. Furthermore, generalizations of the basic concept of TLS and EIV modeling, such as structured TLS, Lp approximations, nonlinear and polynomial EIV, are introduced and applications of the technique in engineering are overviewed.

Keywords: Total least squares; errors-in-variables; orthogonal regression; singular value decomposition; numerical algorithms (search for similar items in EconPapers)
Date: 2004
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-3-7908-2656-2_44

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DOI: 10.1007/978-3-7908-2656-2_44

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