The New Algorithm for Multivariate Weighted Total Least Squares
Abstract The new model of multivariate weighted total least squares by transposition processing, which is similar to the weighted total least squares model, is proposed in this paper. The formula for constructing the new coefficient matrix and its variance-covariance matrix is deduced and the solution flow multivariate weighted total least squares is studied. Applying this method, the solution process by the Jazaeri algorithm is deduced. The proposed method is proven to be effective and feasible through example analysis and comparison with other algorithms.
Key words :
multivariate total least squares
EIV model
parameter estimation
iteration algorithm
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