An Iterative Algorithm for Total Least Squares Estimation

Total least squares(TLS) approach aims at estimating a matrix of parameters from a linear model when there are errors in both the observation vector L and the data matrix A.The authors derived an iterative algorithm to solve the TLS problem by using the principle of indirect adjustment.Compared with the method based on singular-value decomposition,the iterative algorithm coincides with the SVD algorithm.The calculated example has proved that the iterative algorithm is validity and rationality.