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An implicit least squares algorithm for nonlinear rational model parameter estimation

机译:非线性有理模型参数估计的隐式最小二乘算法

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摘要

In this study a new insight into least squares regression is identified and immediately applied to estimating the parameters of nonlinear rational models. From the beginning the ordinary explicit expression for linear in the parameters model is expanded into an implicit expression. Then a generic algorithm in terms of least squares error is developed for the model parameter estimation. It has been proved that a nonlinear rational model can be expressed as an implicit linear in the parameters model, therefore, the developed algorithm can be comfortably revised for estimating the parameters of the rational models. The major advancement of the generic algorithm is its conciseness and efficiency in dealing with the parameter estimation problems associated with nonlinear in the parameters models. Further, the algorithm can be used to deal with those regression terms which are subject to noise. The algorithm is reduced to an ordinary least square algorithm in the case of linear or linear in the parameters models. Three simulated examples plus a realistic case study are used to test and illustrate the performance of the algorithm.
机译:在这项研究中,确定了对最小二乘回归的新见解,并将其立即应用于估算非线性有理模型的参数。从一开始,就将参数模型中线性的普通显式表达式扩展为隐式表达式。然后,开发了一种基于最小二乘误差的通用算法进行模型参数估计。已经证明,非线性有理模型可以在参数模型中表示为隐式线性,因此,可以轻松修改所开发的算法以估计有理模型的参数。通用算法的主要进步在于它在处理参数模型中与非线性相关的参数估计问题时的简洁性和效率。此外,该算法可用于处理易受噪声影响的那些回归项。在参数模型为线性或线性的情况下,该算法简化为普通的最小二乘算法。使用三个模拟示例以及一个实际案例研究来测试和说明该算法的性能。

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