采用数据变尺度不改变最小二乘法的统计性质  

No Change in the Statistical Character by Using the Technology of Data Variation Scale

作　　者：侯晓秋[1] 常国祥[1] 

机构地区：[1]黑龙江科技学院自动化工程系,黑龙江鸡西158105

出　　处：《黑龙江科技学院学报》2002年第4期48-49,53,共3页Journal of Heilongjiang Institute of Science and Technology

摘　　要：采用数据变尺度法可保证递推最小二乘法的收敛性和数值稳定性,证明了数据变尺度不改变最小二乘参数估计值和它的统计性质。Using the technology of data variation scale can ensure both the convergency and the numerical stability of LSM(Least Square Method). For LSM it is proved that using the technique of data variation scale will alter neither its statistical characters nor its parameter evaluation.

关 键 词：系统辨识 最小二乘法 数据变尺度 统计性质 

分 类 号：N945.14[自然科学总论—系统科学]