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- W2044144989 abstract "Linear inverse problems with uncertain measurement matrices appear in many different applications. One of the standard techniques for solving such problems is the total least squares (TLS) method. Recently, an alternative approach has been suggested, based on maximizing an appropriate likelihood function assuming that the measurement matrix consists of random Gaussian variables. We refer to this technique as the total maximum likelihood (TML) method. Here we extend this strategy to the case in which the measurement matrix is structured so that the perturbations are not arbitrary but rather follow a fixed pattern. The resulting estimate is referred to as the structured TML (STML). As we show, the STML can be viewed as a regularized version of the structured TLS (STLS) approach in which the regularization consists of a logarithmic penalty. In contrast to the STLS solution, the STML always exists. Furthermore, its performance in practice tends to be superior to that of the STLS and competitive to other regularized solvers, as we illustrate via several examples. We also consider a few interesting special cases in which the STML can be computed efficiently either by reducing it into a one-dimensional problem regardless of the problem size or by a decomposition via a discrete Fourier transform." @default.
- W2044144989 created "2016-06-24" @default.
- W2044144989 creator A5005913897 @default.
- W2044144989 creator A5069363394 @default.
- W2044144989 date "2010-01-01" @default.
- W2044144989 modified "2023-10-01" @default.
- W2044144989 title "Structured Total Maximum Likelihood: An Alternative to Structured Total Least Squares" @default.
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- W2044144989 doi "https://doi.org/10.1137/090756338" @default.
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