总体最小二乘的迭代解法

An Iterative Algorithm for Total Least Squares Estimation

  • 摘要: 针对总体最小二乘解算问题,应用测量平差中的间接平差原理推导了总体最小二乘的迭代逼近解算公式,通过与奇异值分解法进行比较,得出两种解算方法具有等价性。实验数据分析验证了算法的有效性。

     

    Abstract: Total least squares(TLS) approach aims at estimating a matrix of parameters from a linear model when there are errors in both the observation vector L and the data matrix A.The authors derived an iterative algorithm to solve the TLS problem by using the principle of indirect adjustment.Compared with the method based on singular-value decomposition,the iterative algorithm coincides with the SVD algorithm.The calculated example has proved that the iterative algorithm is validity and rationality.

     

/

返回文章
返回