TLS Algorithm Under Non-Gaussian Noises

The TLS method is one of the prominent solutions which have been proposed to solve the parameter estimation problem of EIV system. Unlike the LS method that merely minimizes the sum of squared output error, the TLS method views the estimation problem as a fitting problem with noise existing in both input and output data and its goal is to minimize the sum of squared “total” perturbation/ error required to fit the input.