The package contains ANSI C software with Matlab mex interface for structured total least squares estimation problems. The allowed structures in the data matrix are block-Toeplitz, block-Hankel, unstructured, and noise free. Combinations of blocks with this structures can be specified. The computational complexity of the algorithms is O(m), where m is the sample size.

Abstract Let f be analytic in $$\mathbb {D}=\{z\in \mathbb {C}:|z|<1\}$$ D = { z ∈ C : | < 1 } , and given by $...

In this paper, we consider the impulse responses of the linear-phase filter whose characteristics are determined on the basis of an observed time series, not on a prior specification. The impulse responses can be found by solving a least squares problem min ‖d − (X1 + X2)w‖2 by the fast Fourier transform (FFT) based preconditioned conjugate gradient method, for (M +2n−1)by-n real Toeplitz-plus-...

A structured total least squares problem is considered in which the extended data matrix is partitioned into blocks and each of the blocks is block-Toeplitz/Hankel structured, unstructured, or exact. An equivalent optimization problem is derived and its properties are established. The special structure of the equivalent problem enables us to improve the computational efficiency of the numerical...

The paper gives a self-contained survey of fast algorithms for solving linear systems of equations with Toeplitz or Hankel coefficient matrices. It is written in the style of a textbook. Algorithms of Levinson-type and of Schur-type are discussed. Their connections with triangular factorizations, Padè recursions and Lanczos methods are demonstrated. In the case in which the matrices possess add...

Fisher-Hartwig asymptotics refers to the large n form of a class of Toeplitz determinants with singular generating functions. This class of Toeplitz determinants occurs in the study of the spin-spin correlations for the two-dimensional Ising model, and the ground state density matrix of the impenetrable Bose gas, amongst other problems in mathematical physics. We give a new application of the o...