The Use of Fuzzy A Priori information for Estimation of Regression Parameters

被引:0
|
作者
Korkhin, Arnold S. [1 ]
Mizernyi, Victor N. [2 ]
机构
[1] Res. Inst. of Fer. Metall. Automat., Dnepropetrovsk, Ukraine
[2] Vinnitsa State Technical University, Ukraine
关键词
Constraint theory - Fuzzy sets - Mathematical models - Matrix algebra - Parameter estimation - Random processes - Regression analysis - Theorem proving - Vectors;
D O I
10.1615/jautomatinfscien.v35.i1.50
中图分类号
学科分类号
摘要
A method of a priori information consideration, based on description of definition domain of regression parameters by equality constraints and by inequality constraints, where either right-hand or left-hand parts of constraints are prescribed fuzzy, is suggested. Statistical properties of estimates are studied. The described technique is applied for derivation of models of non-stationary stochastic systems, which can be reduced to a model of regression with switchings.
引用
收藏
页码:38 / 49
相关论文
共 50 条