International Journal of Applied Mathematics and Machine LearningAuthor's: Cuiping Guo, Junhuan Peng and Chuantao Li
Pages: [15] - [25]
Received Date: February 10, 2017
Submitted by: Jianqiang Gao.
DOI: http://dx.doi.org/10.18642/ijamml_7100121816
A mixed weighted total least squares (MWTLS) method is presented for an errors-in-variables (EIV) model with some fixed columns in the coefficient matrix. An iterative algorithm is derived based on the proposed MWTLS method. Compared with the classical WTLS method, the method represented in this paper improves the computing speed of the estimated parameter, while the fixed columns of the coefficient matrix keeps unperturbed. Furthermore, a simulated example is carried out to demonstrate the performance of the proposed algorithm.
errors-in-variables, total least squares, mixed weighted total least squares, parameter estimation.
