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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]. 江西电力职工大学学报, 2009, 0(1): 71-74
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 Electrical University For Staff, 2009, 0(1): 71-74
Authors:LIU Xuan-huang
Affiliation:LIU Xuan-huang(Jiangxi Vocational and Tehnieel College of Electricity, Nanehang 330032, China)
Abstract:The new algorithms for certain generalized inverses are presented. Using these results to the paremeter estimation, 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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