ZXEC
所属分类:数据结构
开发工具:matlab
文件大小:1084KB
下载次数:437
上传日期:2009-10-16 20:16:36
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lingxiaozi
说明: 各种最小二乘算法总结(算例及Matlab程序)
1、一般最小二乘算法的一次计算法和递推算法
2、遗忘因子最小二乘的一次算法和递推算法
3、限定记忆最小二乘递推算法
4、偏差补偿最小二乘算法
5、增广最小二乘
6、广义最小二乘
7、辅助变量法
8、二步法
9、多级最小二乘
10、Yule-Walker辨识算法
(参考文献:过程辨识,方崇智,清华大学出版社,1988)
(Summary of various least-squares algorithm (Matlab examples and procedures) a general least-squares algorithm is a calculation method and the recursive algorithm 2, a forgetting factor least squares algorithm and the recursive algorithm 3, limited memory least-squares recursive algorithm 4, a deviation of penalized least squares algorithms 5, 6 Extended Least Squares, Generalized Least Squares 7, supplementary variable method 8, 9, 2-step, multi-stage least-squares 10, Yule-Walker Identification Algorithm (see literature: the process of identification, Fang Chongzhi, Tsinghua University Press, 1988))
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ZXEC.pdf (1198749, 2009-10-16)
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