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A implementation of Least Square Generalized
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用MATLAB求解无约束的问题,主要有最速下降法,牛顿法,共轭梯度法,变尺度法(DFP和BFGS法),非线性最小二乘法。
用MATLAB求解有约束的问题,主要是外惩罚函数和广义乘子法。
以及一些对具体问题的分析,MATLAB的代码在文档里都有。
-Using MATLAB to solve the problem of non-binding, there are the steepest descent method, Newton method, conjugate gradie
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此程序为用matlab编写的基于最小二乘法通过求解广义矩阵特征值及特征向量进行椭圆曲线拟合程序。
程序中x,y分别为采样点的横纵坐标。生成的结果矩阵为椭圆曲线aX^2+bXY+cY^2+dX+eY+f=0中的各项系数。-This program was written with matlab by solving the generalized least square method based on matrix values and eigen vectors of the ellipt
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频域不同导频密度的信道估计在被研究,并且在高低时延信道其信道估计被固定了导频分配时域。频域信道估计是基于插补,多项式的广义线性模型(或最小二乘法)和维纳滤波(或线性最小均方误差法)的方法。时域的信道估计是用线性插补完成的。我们通过测量在基于克拉克散射模型的瑞利衰落信道上并带有QPSK调制的粗误码率,已经比较了所有这些方案的结果。-Different pilot density in frequency domain channel estimate to research, and its hi
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GLS tool box. This gives the programs for generalized least square method
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此程序是基于广义最小二乘法,运用递推算法。-This procedure is based on generalized least square method, the use of recursive algorithms.
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地心地固(ECEF)坐标系下,基于广义最小二乘的雷达组网空间误差配准-Radar network based on generalized least square error of registration space
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系统辨识 自适应控制 广义递推最小二乘 -system identification. generalized least square identification
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系统辨识 自适应控制 最小二乘 广义递推算法 噪声参数直接给定-system identification . Generalized least square identfication . with the noise parameters directly given
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频域SCOT自适应时延估计,实质上是对广义功率频函数平方得到的数的相位谱做最小二乘拟合,求得时延估计。-Frequency domain SCOT adaptive time delay estimation, is essentially the generalized power-frequency phase of the function of the square of the number spectrum of the least squares fitting obtained
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适当选择辅助变量,使之满足相应条件,参数估计值就可以是无偏一致。估计辅助变量法的计算量与最小二乘法相当,但辨识效果却比最小二乘法好的多。尤其当噪声是有色的,而噪声的模型结构又不好确定时,增广最小二乘法和广义最小二乘法一般都不好直接应用,因为他们需要选用特定的模型结构,而辅助变量法不需要确定噪声的模型结构,因此辅助变量法就显得更为灵活,但辅助变量法不能同时获得噪声模型的参数估计。-Choose appropriate secondary variables, meet the relevant c
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自己编写的数值逼近程序。包含三个文件,分别为三角拟合,最小二乘拟合,广义延拓逼近。-I have written a numerical approximation procedure. Contains three files, were triangular fitting, least square fitting, the generalized extended approximation
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利用广义逆求解无约束条件下的优化问题。求解线性方程组最小二乘解的广义逆法-Under the condition of using the generalized inverse solving unconstrained optimization problems.The least-square solutions to the linear system of equations of the generalized inverse method
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