1、

This paper infer a series of recursive equation based on lease square estimation in order to reduce computing amount, include recurrence equation of regression coefficient, total dispersion square sum, residual square sum, regression square sum etc.

为了减少计算量,本文推导了基于最小二乘估计的一系列递推公式,包括回归系数、总离差平方和、残差平方和、回归平方和等的递推公式。

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2、

In practical work, new sample data is often obtained continually, so these new data can be joined the empirical equation of regression by using recursive formula, and form a dynamic forecast system.

在实际工作中,往往会不断得到新样品数据,可利用递推公式不断地把新信息加入到经验回归方程中去,以构成一个动态的预测系统。

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3、

Model reference adaptive controller which based on Diophantine equation was designed through the combine of model-matching system and recursive least squares parameter identification algorithm.

并将模型匹配系统和最小二乘参数递推参数辨识算法结合设计了基于Diophantine方程的模型参考自适应控制控制器。

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4、

State space model is used in a wide range of applications, because it can bring unobservable variables into observation equation and estimate them together to get result through the estimation of Kalman filter and smoother with powerful recursive algorithms.

状态空间模型应用范围极广,因为它能将不可观测的变量并入可观测模型,并与其一起估计得到结果,估计公式是具有强大迭代算法的Kalman滤波和平滑公式。

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