On the equivalence between Total Least Squares and Maximum Likelihood PCA

The maximum likelihood PCA (MLPCA) method has been devised in chemometrics as a generalization of the well-known PCA method in order to derive consistent estimators in the presence of errors with known error distribution. For similar reasons, the total least squares (TLS) method has been generalized...

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Bibliographic Details
Main Authors: Schuermans, M. (Author), Markovsky, I. (Author), Wentzell, P. (Author), Van Huffel, S. (Author)
Format: Article
Language:English
Published: 2005.
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