| 全最小二乘法及其在参数估计中的应用 |
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| 引用本文： | 张洪铖,黄劲东,范文雷.全最小二乘法及其在参数估计中的应用[J].自动化学报,1995,21(1):40-47. |
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| 作者姓名： | 张洪铖 黄劲东 范文雷 |
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| 作者单位： | 1.北京航空航天大学自动控制系,北京 |
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| 摘 要： | 本文介绍了全最小二乘法的基本原理及其在参数估计中的应用.文中采用矩阵逼近和线
性空间分解的理论推导了全最小二乘法的解及其性质,并且证明了全最小二乘解对数据拟合
的残差平方和小于一般最小二乘解的残差平方和.仿真结果验证了理论,显示了全最小二乘
法的优越性.
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| 关 键 词： | 全最小二乘法 参数估计 数据拟合 |
| 收稿时间： | 1992-5-4 |
Total Least Square Method and its Applicaion to Parameter Estiation |
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| Zhang Hongyue,Huang Jingdong,Fan Wenlei.Total Least Square Method and its Applicaion to Parameter Estiation[J].Acta Automatica Sinica,1995,21(1):40-47. |
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| Authors: | Zhang Hongyue Huang Jingdong Fan Wenlei |
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| Affiliation: | 1.Department of Automatic Control Beijing University of Aeronautics and Astronautics |
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| Abstract: | The Total least squares (TLS) method and its application to parameter estimation are introduced. The theory of matrix approximation and linear. space decomposition are used to derive the solution and properties of TLS. It is proved that the sum of squared residual of data fitting using TLS is less than that using least squares (LS) method. Simulation results verified the theoratical derivation and the superiority of TLS over LS method. |
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| Keywords: | Total least squares method Parameter estimation Data fitting |
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