| 极小极大拟合准则下的线性模型选择方法 |
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| 引用本文： | 王书宁,戴建设,胡萍.极小极大拟合准则下的线性模型选择方法[J].自动化学报,1994,20(1):29-35. |
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| 作者姓名： | 王书宁 戴建设 胡萍 |
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| 作者单位： | 1.华中理工大学系统工程研究所,武汉 |
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| 基金项目： | 国家科委,浙江大学工业控制技术国家重点开放实验室,霍英东教育基金 |
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| 摘 要： | 本文指出了在极小极大拟合准则下进行线性模型选择的基本途径,设计了具体的选择方
法,并应用这种方法研究了两个实例.应用结果可以说明这种方法的有效性.
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| 关 键 词： | 建模 模型选择 结构辨识 极小极大准则 时间序列拟合 |
| 收稿时间： | 1992-8-22 |
Linear Model Selection with Minmax Fitting Criterion |
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| Wang Shuning,Dai Jianshe,Hu Ping.Linear Model Selection with Minmax Fitting Criterion[J].Acta Automatica Sinica,1994,20(1):29-35. |
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| Authors: | Wang Shuning Dai Jianshe Hu Ping |
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| Affiliation: | 1.Institute of Systems Engineering,Huazhong Univ.of Sci.&Tech.,Wuhan |
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| Abstract: | The basic principle for linear model selection with minmax fitting criterion is proposed in this paper. With this principle a systematic method is proposed. Two practical examples are studied with the new method. The efficiency of the model selection method can be seen from the results of these applications. |
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| Keywords: | model building model selection structure identification minmax fitting criterion time series fitting |
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