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Regularization of Singular Least Squares Problems
Linköping University, Department of Electrical Engineering, Automatic Control. Linköping University, The Institute of Technology.
1998 (English)Report (Other academic)
Abstract [en]

In this note, we analyze the influence of the regularization procedure applied to singular LS square problems. It appears that, due to finite numerical accuracy within the computer calculations, the regularization parameter ffi has to belong to a particular range of values in order to have the regularized solution close to that associated to the singular LS problem. Surprisingly enough, this range essentially depends on the square root of the computer precision while the deficiency (or singularity) of the regularized LS problem is governed by this precision. The analysis is based on matrix perturbation theory for which the paper [12] is an utmost reference.

Place, publisher, year, edition, pages
Linköping: Linköping University Electronic Press, 1998. , 18 p.
LiTH-ISY-R, ISSN 1400-3902 ; 2019
Keyword [en]
Matrix perturbation, Tikhonov regularization, Singular value decomposition
National Category
Control Engineering
URN: urn:nbn:se:liu:diva-55635ISRN: LiTH-ISY-R-2019OAI: diva2:316280
Available from: 2010-04-30 Created: 2010-04-30 Last updated: 2014-09-17Bibliographically approved

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Automatic ControlThe Institute of Technology
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ReferencesLink to record
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