DTLS 法の非線形特異値問題を解くための二つ逆反復アルゴリズムについて

カテゴリ: 部門大会

論文No: GS10-2

グループ名: 【C】平成17年電気学会電子・情報・システム部門大会講演論文集

発行日: 2005/09/06

タイトル(英語): On Two Inverse Iteration Algorithms for Solving DTLS Nonlinear Singular Value Problems

著者名: 姚虹 (九州大学),池之上 正人(九州大学),金江 春植(九州大学),楊子江 (九州大学),和田 清(九州大学)

著者名(英語): Hong Yao(Kyushu University),Masato Ikenoue(Kyushu University),Shunshoku Kanae(Kyushu University),Zi-Jiang Yang(Kyushu University),Kiyoshi Wada(Kyushu University)

キーワード: システム同定|パラメータ推定|最小二乗法|STLS法|DTLS法|system identification|parameter estimation|least squares method|structured total least squares method|dynamic total least squares method

要約(日本語): The structured total least squares (STLS) problem is the problem of approximating affinely structured matrices by similarly structured rank-deficient ones, while minimizing an L2-error criterion. The dynamic total least squares (DTLS) problem is a dynamic case of STLS problem. In this paper, we illustrate the TLS singular value problem from a new viewpoint. And we also derive the DTLS nonlinear singular value problem by this new viewpoint. We introduce two inverse iteration algorithms for solving DTLS nonlinear problem. We also discuss the difference of two inverse iteration algorithms by simulation experiments with some conditions.

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