Statistics and Its Interface

Volume 3 (2010)

Number 3

Bibliography on total least squares and related methods

Pages: 329 – 334

DOI: http://dx.doi.org/10.4310/SII.2010.v3.n3.a6

Author

Ivan Markovsky (School of Electronics and Computer Science, University of Southampton, Southampton, United Kingdom)

Abstract

The class of total least squares methods has been growing since the basic total least squares method was proposed by Golub and Van Loan in the 70’s. Efficient and robust computational algorithms were developed and properties of the resulting estimators were established in the errors-in-variables setting. At the same time the developed methods were applied in diverse areas, leading to broad literature on the subject. This paper collects the main references and guides the reader in finding details about the total least squares methods and their applications. In addition, the paper comments on similarities and differences between the total least squares and the singular spectrum analysis methods.

Keywords

total least squares, errors-invariables, singular spectrum analysis, applications

2010 Mathematics Subject Classification

Primary 15A06, 62J12. Secondary 37M10.

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