《各種最小二乘法匯總(算例及matlab程序)》西安理工大學(xué)

1、各種最小二乘算法總結(jié)盛曉婷0908110618西安理工大學(xué)盛曉婷最小二乘算法總結(jié)報(bào)告附錄8、廣義最小二乘遞推算法...........................................................34附錄9、輔助變量法...............................................................................36附錄10、二步法.....

2、.................................................................................38附錄11、多級(jí)最小二乘法......................................................................39附錄12、YuleWalker辨識(shí)算法..................................

3、...........................42圖1一般最小二乘參數(shù)過(guò)渡過(guò)程.....................................................4圖2一般最小二乘方差變化過(guò)程....................................................5圖3遺忘因子法參數(shù)過(guò)渡過(guò)程...........................................

4、.............7圖4遺忘因子法方差變化過(guò)程........................................................8圖5限定記憶法參數(shù)過(guò)渡過(guò)程......................................................10圖6限定記憶法方差變化過(guò)程......................................................

5、10圖7偏差補(bǔ)償最小二乘參數(shù)過(guò)渡過(guò)程..........................................12圖8偏差補(bǔ)償最小二乘方差變化過(guò)程..........................................12圖9增廣最小二乘辨識(shí)模型..........................................................13圖10增廣最小二乘參數(shù)過(guò)渡過(guò)程...........

6、.....................................14圖11廣義最小二乘參數(shù)過(guò)渡過(guò)程................................................16圖12廣義最小二乘方差變化過(guò)程................................................16圖13輔助變量法參數(shù)過(guò)渡過(guò)程.....................................

7、...............18圖14輔助變量法方差變化過(guò)程....................................................18圖15二步法參數(shù)過(guò)渡過(guò)程............................................................20圖16二步法方差變化過(guò)程.................................................