非线性模型LSE的序贯区域搜索法

THE SEQUENCIAL REGION SEARCH METHOD FOR LEAST SQUARES ESTIMATION OF NONLINEAR REGRESSION

  • 摘要: 用序贯方法,在参数空间Θ的一个较大区域内寻找\underset\sim\theta的LS估计\hat\theta提出了序贯区域搜索的方法。并用模拟的方法把序贯区域搜索法和原有的迭代方法作了对比。

     

    Abstract: In this paper a new method——Sequencial Region Search method (SRS method) is given for obtaining least square estimates of nonlinear regressions. A number of examples show that in comparison with the iterative procedures the SRS method is less sensitive to the initial values, but more effective, and the algorithm of SRS method is simpler. Also, a large amount of simulating examples is worked out and the results are satisfactory.

     

/

返回文章
返回