Total Least Squares Approach to Modeling: A Matlab Toolbox

Abstract

This paper deals with a mathematical method known as total least squares or orthogonal regression or error-in-variables method.The mentioned method can be used for modeling of static and also dynamic processes. A wide area of other applications is in signaland image processing. We also present a Matlab toolbox which can solve basic problems related to the total least squares methodin the modeling. Several illustrative examples are presented as well.

Keywords

• total least squares
• orthogonal regression
• SVD
• QR
• PCA
• Matlab
• identification