REGRESSION PARAMETER-ESTIMATION AS A MULTICRITERION PROBLEM

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作者
KORKHIN, AS
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中图分类号
TP [自动化技术、计算机技术];
学科分类号
0812 ;
摘要
A method is proposed for estimating linear regression parameters having regard to prior information in the case, common in applications, where the design matrix is ill-conditioned. The method is based on predetermined estimates in a vector function of auxiliary values, influencing the precision of estimation. These values are determined by solving a constrained optimization problem according to specified criteria for precision of estimation. A numerical example is given.
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页码:1403 / 1409
页数:7
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