ABSTRACT

In the previous chapter we studied the properties of the linear least squares (LLS) problem. For it, we could derive a closed-form analytic solution. When we used this solution to derive an algorithm to solve the LLS, numerical instabilities surfaced and different algorithms that try to mitigate these problems were introduced. In this chapter we will study solution strategies for problems where no closed-form analytic solution is known. In fact, there may even be no closed-form solution.