The Total Least Squares Problem: Computational Aspects and Analysis (Frontiers in Applied Mathematics, Series Number 9)

This is the first book devoted entirely to total least squares. The authors give a unified presentation of the TLS problem. A description of its basic principles are given, the various algebraic, statistical and sensitivity properties of the problem are discussed, and generalizations are presented. Applications are surveyed to facilitate uses in an even wider range of applications. Whenever possible, comparison is made with the well-known least squares methods. A basic knowledge of numerical linear algebra, matrix computations, and some notion of elementary statistics is required of the reader; however, some background material is included to make the book reasonably self-contained.

Professors Sabine Van Huffel and Joos Vandewalle are both with the ESAT Laboratory, a research lab within the electrical engineering department of the Katholieke Universiteit Leuven, in Heverlee, Belgium. In addition, Van Huffel is a research associate and Vandewalle is a professor of the Belgian National Fund for Scientific Research.