scophysial inverse problems, several authors have proposed many ‘methods to find the optimum value of stability nd resolution from the tradeoff curve orth eigenvalue analysis 6). 19} “The application of the constrained shaping filter i in spectio- scopic ties [6] where the wavelets postive, The wavelet exist In the elds of image processing, geophysics (seismic). and as twoaony, but in diverse forms. Moreover, the unimodular con strait aso has many applications inthe Backus-Gilbert method AckwowtsnaMeNt ‘The author is gratefl to Dr. R. N. Singh for his contactive ‘comments the manuscript. Thanks ae also de tothe Director, NGRI, Hyderabad, for permission to publish this work, Rerenesces 111 GE. Bocas snd 3. F Gite, “Usiquees inthe inveson of ‘cure sear "Pl. Trane Rey. Soe Londo, 90 06, pp. s-i9n om 121 37! Cae, Pdamentl of Grophice! Doa Proesing. New York Medes 1976 ch Ppp 30-143, 13) B.D. lackson, "interpretation facut, esate, none Siem dt,” Geapie J. Rosas So, sl. 28 97-108, ioe (s) K Levener. "A method fore solution of cela nln pote "esi stgunen "Quart J App Math 02 pp. T6418 {5) DLW. Marquart, nea parameters Ise {61 D.W. Oldenburg, “A comprhensive saluin tthe neat decom tain problem, Geopie fs.aaron Se v0.83. pp. 30 (71 A Robinon and. Tree, Geophyica ial Anaye ‘roa Cie NI Prentice Hal 1980 {81 Sel and L. Re Lines “Lina verte theory and deconroa tion,” Grohl 47 pp. 1183-119, 19, 191 8K. Waging he gener aver proba, pletion of srace ‘rors and fe ocltions for eat etre,” Res Ganpho and ‘Aa algo for eas squires estimation fron T'S: nds Sop. Math le pp 4-441, ene ‘The Equivalence of the Total Least Squares and Minimum Norm Methods Eric M. Dowling and Ronald D. DeGrost respondence, we sh that the minimum norm he ta eat sgares sation, Ie lated ota east squares sltion est, on Dated faather based on the none subspace In the past few yeas, the ttl leat squares (TLS) method [1] hasbeen applied 0 a variety of signal processing problems [2] [6]. Ia many cass, the TLS method is more appropiate than the least squares (LS) method because enor gecury in both the data Manuscript reseved December 18,190; revised Febmary 26, 19. ‘Tis wok wa supper in party the Tens Advanced Techalogy Pro fra int ope he Tem Ava Resch Pg Gra “The aus ae wh the ek Jason Shoo of Engineering and Com puter sence, Universiy of Texas at Dalia, Richrdson, TX 180830688, TEBE Log Nunber 910077. smatix and the observation vector, nt jut the observation vector. ‘The minimum norm solution [7] has also been applied to signal processing problems (8-110) but because of notational dterences and apparently diferent goals, thas not been widely recognized thatthe minimum nom and TLS solutions are equivalent. To se the equivalence, we Bepin witha bref summary and de tivation of the TLS method. The TLS derivation given here is sligly diferent from that in [1] so thatthe equvalence tothe ‘minimum norm solution [7 can be mare easily sep, Consider Are -b o wales : whore As an m Xm complex data max, b sa comple m x 1 observation vector, gd isa complex % I prediction veto that isto be determined. Unlike th LS solution where al the eror i atsumed tie in, the TLS solution assumes that eror occurs in both A and bso that Derurbations, E and respectively, are nesossary #0 realign the at, ie, or, equivalently A+ Bien = +9 ones aa (el 1K we assume tha the p smallest singular valuos ar equal, $5 2) = dag, » ee OBO Bag > Sapa Oe thea where vat = [°° 6 aly © For more dels. he TLS derivation, see 1] oF (111 then V; = [1s simply the last column of V ‘Clearly the masa His very important tothe TLS solution when 1 muliplicity exits in the smallest singular value. Using the par Swf] 105 47X9/0800189150.00 © 1991 TEREin becomes clear that an appropriate choice for Mis « Householder transformation which stishes cH = ++ 0,0) # Her Defining €7 = 10. «=~ 0, Iyaqe We can write the Householder teansformation as (12) D001" a ° where (0) ‘The primary goal of H ist rotate the total energy of ¢ into the as ‘component, ., maximize Jal so that the nom of x = y/a is minimized. To accomplish this in the complex cas, the phase of| ‘must also be chotens0 tht ae, = acy is real [13] For the TLS solution we only need the last column of Vall = ; ip ~ ead Wy = 2ar(a ~ 6), itis nt dealt 86 from (tha oe) «2 We now aote that Viet yet a to obtain viet _ Mer ange 2 = He. Be aa In this form, itis easy to see that the TLS solution is identical to the noise subspace version ofthe animum non soluion in [7 3. 18), "As polated ou in 7] the complementarity of the signal and noise subspaces allows fra signal subspace based solution. Using the action ere vem ve 1 mole a ae the signa subspace version ofthe TLS solution i then given by ey, : ans = ee 09 For computational reasons, it may be advantageous to compate the ‘TLS solution based on the smaller of the two subspaces, Its also Important to realize thatthe TLS saletions given in (14) and (16) do not require the Householder transformation in (6) tobe explic: ily computed. The transformation i performed implicitly and an alyvcally wa (1). Reranences 11) GH. Gol and C.F. Van Loan, An anys f the teat Sats problem," S/4MJ" Numer’ Aalst), 40 699. 8 (2} Kumaran and D.W. Tt Sigal i Proc ICASSP. 1932 (5) R Kutaesn. Estimating the partes of expen amped encrped suo sisals fe nose.” PRD” deren Ur ‘erty of hve nan 198 (9) MD. A. Raman a KB. Yu, “Tallest squares gprosch for {Pegunty esimaton axing nee prediction" IEEE Tran esa ‘Speech Suma Procesing a. ABS@.38. pp 1640-148, Oc 1987 15) R Roy anf. Kath, ESPRIT-eitin of gel pce a ean verane veces, TEEE roses Spec. Si tal Processing ol ASSET, pp. 984-95, Dy 1980 {61 MD Zattowski and DSi, “Sonor amy ipl processing [oc IEEE Tone Aco Speech, Signal Procenng. Yl ASSP. So. pp 2-46 Jane 1989 17] RKemaretan and DW Tut, "Estimating the anges fava ‘maliple plane maves,” JEEE Tron, dersp.Elecron Set, wa RESTS, Sop. 134-199, nS (a) Me ave and RO Bante the satis performans of he MUSIC aod itso sigortn in resolve plane waver ‘ie IEEE Trans cot Speck Signal Proce. 1 ASSP Soo. 2. pp. S314. Ap 1 19) KM) Bockey and XL" Ro, "Spati-specrum estimation no {atone "IEEE Try. Acoust, Speech, Sigal Proce. [10] Siow Min, aderm Fiters New Yoo Mace, 1989 {11} GH. Gol and C.F van Loan, rx Comput. 2d Batimore, MD Tobn Hopkins Univer rs, 108 [12] CIMA Raderand 40. Seiad, Hyperbolic Howchade as mations” IEEE Tau. Acbst pe, Sena Proves, 90 [ASSP 3. pp. 1509-1002, Dee 1986 cant etoation of pechfke erative Wiener Filters for Image Restoration Allen D. Hillery and Roland T. Chin Apurc—Wiee ering commony aid rr eat feaetype images of the ea signa ir often sugested toe the estimation ofthe covariance: However In prt si tions sully that such a set of prototypes wil be valle, and ansequnly the singe copy af the degraded Imag soften ued for {he covariance ‘estimation. Ths leads to undesirable reared reat ule images forthe covariance ‘timate. This correspondence Investigates an tera procedure, te Sotcate iterative Wlener fer, which succenly nse the Wiener ‘eed sigeal a timate. The cowergence properties of Iyaeda fina been erative ater Manat mcived aly 26, 1989; weiss Jone 27,1990, Tis work was supped bythe Nation] Science Foundation under Grants ECS 352586 and ATACISG67 and ar by the Univer of Waconan ‘rate School esearch gt "The aos ae wth be Deparment of Elec ed Computer Eg ern, Unvrny of Wisoann, Maan, WH 33706 TEEE Log Number 10774 1053-547X91/080.189280.00 © 1991 IEEE