递推辅助变量算法仿真源程序怎么改成多维的?
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发布时间：2023-06-22 05:09
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时间：2023-06-30 06:50
各种最小二乘算法总结（算例及Matlab程序） 1、一般最小二乘算法的一次计算法和递推算法 2、遗忘因子最小二乘的一次算法和递推算法 3、限定记忆最小二乘递推算法 4、偏差补偿最小二乘算法 5、增广最小二乘 6、广义最小二乘 7、辅助变量法 8、二步法 9、多级最小二乘 10、Yule-Walker辨识算法 （参考文献：过程辨识，方崇智，清华大学出版社，1988）-Summary of various least-squares algorithm (Matlab examples and proceres) a general least-squares algorithm is a calculation method and the recursive algorithm 2, a forgetting factor least squares algorithm and the recursive algorithm 3, limited memory least-squares recursive algorithm 4, a deviation of penalized least squares algorithms 5, 6 Extended Least Squares, Generalized Least Squares 7, supplementary variable method 8, 9, 2-step, multi-stage least-squares 10, Yule-Walker Identification Algorithm (see literature: the process of identification, Fang Chong, Tsinghua University Press, 1988)
