Efficient total least squares method for system modeling using minor component analysis

Abstract

We present two algorithms to solve the total least-squares (TLS) problem. The algorithms are on-line with O(N/sup 2/) and O(N) complexity. The convergence of the algorithms is significantly faster than the traditional methods. A mathematical analysis of convergence is also provided along with simulations to substantiate the claims. We also apply the TLS algorithms for FIR system identification with known model order in the presence of noise.