| 最小二乘配置模型的参数估计 |
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| 引用本文： | 潘雄,孙海燕.最小二乘配置模型的参数估计[J].测绘工程,2004,13(2):5-7,11. |
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| 作者姓名： | 潘雄 孙海燕 |
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| 作者单位： | 武汉大学,测绘学院,湖北,武汉,430079;武汉工业学院,数理系,湖北,武汉,430023;武汉大学,测绘学院,湖北,武汉,430079 |
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| 基金项目： | 国家自然科学基金
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湖北省教育厅科研项目 |
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| 摘 要： | 利用罚最小二乘原理构造加权惩罚平方和,导出了最小二乘配置模型中正规化矩阵正定时参数平差的计算方法,用直接法得到了参数和信号的估计量,给出了相应的公式.通过选取合适的平滑因子,能使残差的分布更接近其真实分布,提出了回归系数的检验方法,用实例说明了其有效性.
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| 关 键 词： | 正规化矩阵 参数估计 最小二乘配置 平滑参数 |
| 文章编号： | 1006-7949(2004)02-0005-03 |
Parameter estimation of least squares collocation |
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| PAN Xiong,SUN Hai-yan.Parameter estimation of least squares collocation[J].Engineering of Surveying and Mapping,2004,13(2):5-7,11. |
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| Authors: | PAN Xiong SUN Hai-yan |
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| Institution: | PAN Xiong1,2,SUN Hai-yan1 |
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| Abstract: | In this paper, based on penalized least squares, the penalized weighted sum of squares is set up, the calculation method of a positive definite regularized matrix is deduced and the corresponding results in least squares collocation model are obtained. According to the foundational properties of the random errors, how to choice a reasonable smoothing parameter and regularized matrix is studied. Concepts of confidence region in probability and method of region estimation are used. The adaptability of this technique is more flexible than the traditional model. |
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| Keywords: | regularized matrix parametric estimation least squares collocation smoothing parameter |
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