Total Least Square Method and its Applicaion to Parameter Estiation
全最小二乘法及其在参数估计中的应用

The Total least squares (TLS) method and its application to parameter estimation are introduced. The theory of matrix approximation and linear. space decomposition are used to derive the solution and properties of TLS. It is proved that the sum of squared residual of data fitting using TLS is less than that using least squares (LS) method. Simulation results verified the theoratical derivation and the superiority of TLS over LS method.