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广义逆的计算与最小二乘估计
引用本文:刘轩黄.广义逆的计算与最小二乘估计[J].江西电力职业技术学院学报,2009,22(1).
作者姓名:刘轩黄
作者单位:江西电力职业技术学院,江西,南昌,330032
摘    要:给出了某些广义逆的计算方法,将这些结果应用于观测系统的参数估计,给出了系统无加权和加权最小二乘的最新估计结果,推广了1]的工作,同时简化了2]中求多个相容矩阵方程公共解的算法。

关 键 词:算法  最小二乘估计  广义逆  方差  加权

The Algorithms for Generalized Inverses and Least Square Estimations
LIU Xuan-huang.The Algorithms for Generalized Inverses and Least Square Estimations[J].Journal of Jiangxi Vocational and Technical College of Electricity,2009,22(1).
Authors:LIU Xuan-huang
Institution:Jiangxi Vocational and Tehniccl College of Electricity;Nanchang 330032;China
Abstract:The new algorithms for certain generalized inverses are presented.Using these results to the paremeter esti-mation,the optimal least sequare estimation(LSE) are obtained.Consequently,we presents a sight better results,which extend also the results in 1].And simplified the common solutions of multi-equations of matrix of 2] are also derived.
Keywords:algorithm  least square estimation  generalized inverses  variance  weighted  
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