6533b7d2fe1ef96bd125e9b3

RESEARCH PRODUCT

Algorithms for rational discrete least squares approximation

Peter Spellucci

subject

Iteratively reweighted least squaresDiscrete mathematicsRecursive least squares filterResidual sum of squaresNon-linear least squaresGeneralized least squaresTotal least squaresLeast squaresAlgorithmProjection (linear algebra)Mathematics

description

In this paper an algorithm for the computation of a locally optimal polefree solution to the discrete rational least squares problem under a mild regularity condition is presented. It is based on an adaptation of projection methods [8], [12], [13], [14], [18], [19] to the modified Gaus-Newton method [4], [10]. A special device makes possible the direct handling of the infinitely many linear constraints present in this problem.

https://doi.org/10.1007/bfb0079181