L-曲线法确定半参数模型中的平滑因子

Determining the Smoothing Parameter in Semi-parametric Model Using L-curve Method

  • 摘要: 提出了一种新的方法——L-曲线法确定平滑因子。通过确定合适的平滑因子,更好地控制了残差部分 V T PV 与光滑度部分 S T RS 之间的平衡,得到了更准确的参数估值。通过算例,将基于L-曲线法确定平滑因子的半参数模型解算方法和其他方法进行了比较。结果表明,用L-曲线法确定平滑因子后,提高了半参数模型计算结果的精度,可以更好地将观测值中的系统误差分离出来。

     

    Abstract: There are two crucial steps in resolving semi-parametric model. One is to choose the regularizer, and the other is to determine the smoothing parameter. The emphasis of this paper is on the determination of the smoothing parameter. A new method for determining smoothing parameter, L-curve method, is investigated. On the basis of analyzing the basic theorem of L-curve, the authors realize its algorithm and apply it to the mitigation of systematic errors.Furthermore, we combine the L-curve with different methods to resolve the semi-parametric model and compare their results.

     

/

返回文章
返回