A New Method of TLS to Solving the Autoregressive Model Parameter

When using total least squares to solve the regression model parameter，both the traditional SVD and iteration methods do not consider that corrections of the same elements in different positions of the augmented matrix formed by the coefficient matrix and the observation vector are different. This paper proposes a new iteration method which can effectively solve the shortage problem in traditional methods, puts the same element in different positions of an augmented matrix into the same correction. This method is more compatible to the actual situation.Adjustment precision can also be improved. Finally, a concrete example was conducted to verify the feasibility and effectiveness of this method.