SEQUENTIAL ESTIMATION OF THE PARAMETERS OF REGRESSION MODEL

被引：4

作者：

Stepashko, V. S. ^{[1
]}

Efimenko, S. N.

机构：

[1] Natl Acad Sci Ukraine, Int Sci & Training Ctr Informat Technol & Syst, Kiev, Ukraine

来源：

CYBERNETICS AND SYSTEMS ANALYSIS | 2005年 / 41卷 / 04期

关键词：

observation-based simulation; recursive parameter estimation; embedded structures; bordering method;

D O I：

10.1007/s10559-005-0099-3

中图分类号：

TP3 [计算技术、计算机技术];

学科分类号：

0812 ;

摘要：

Modified Gauss and Gram-Schmidt methods are proposed for recursive estimation of the parameters of sequentially complicated structures of regression models in observation-based simulation. Run times of these algorithms are compared with those of the recursive algorithm based on the well-known bordering method.

引用

页码：631 / 634

页数：4

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