Tikhonov regularization for weighted total least squares problems |
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| Institution: | 1. School of Mathematical Sciences, Fudan University, Shanghai 200433, PR China;2. Key Laboratory of Mathematics for Nonlinear Sciences (Fudan University), Ministry of Education, PR China;3. Mathematics and Information Science College, Wenzhou University, Wenzhou 325035, PR China;4. Department of Mathematics, Hong Kong Baptist University, Kowloon Tong, Hong Kong;5. Department of Computing and Software, McMaster University, Hamilton, Ont., Canada L8S 4L7 |
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| Abstract: | In this work, we study and analyze the regularized weighted total least squares (RWTLS) formulation. Our regularization of the weighted total least squares problem is based on the Tikhonov regularization. Numerical examples are presented to demonstrate the effectiveness of the RWTLS method. |
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