Journal of Computational and Applied Mathematics vol:180 issue:2 pages:311-331
We present a software package for structured total least-squares approximation problems. The allowed structures in the data matrix are block-Toeplitz, block-Hankel, unstructured, and exact. Combination of blocks with these structures can be specified. The computational complexity of the algorithms is 0(m), where m is the sample size. We show simulation examples with different approximation problems. Application of the method for multivariable system identification is illustrated on examples from the database for identification of systems DAISY. (c) 2004 Elsevier B.V. All rights reserved.