Recursive Relations of the Cost Functions for the Least-Squares Algorithms for Multivariable Systems

Recursive Relations of the Cost Functions for the Least-Squares Algorithms for Multivariable Systems
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多变量系统最小二乘算法成本函数的递推关系

DOI:
10.1007/s00034-012-9448-4
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发表时间:
2013-02
期刊:
Circuits, Systems, and Signal Processing
影响因子:
--
通讯作者:
Ding, Feng
Ding, Feng
中科院分区:
其他
文献类型:
--
作者:
Ma, Junxia;Ding, Feng

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在本文中,我们重点关注多变量线性回归模型的最小二乘型算法的成本函数的递归计算。结果表明,所提出的成本函数递归计算公式也可以扩展到多变量方程误差模型的估计算法,例如受控自回归模型。仿真结果表明该算法是有效的。
In this paper, we focus on the recursive computation of the cost functions for the least-squares-type algorithms for multivariable linear regressive models. It is shown that the proposed recursive computation formulas for the cost functions can also be extended to the estimation algorithm of the multivariable equation error models, e.g., the controlled autoregressive models. The simulation results indicate that the proposed algorithm is effective.
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