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南京工学院
Published:1988
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[1]尤肖虎,何振亚.递归实现固定阶的偏最小二乘问题——几种新的快速算法[J].电子学报,1988(02):75-84.
You Xiao-hu, He Zhen-ya. New Fixed Order Fast Algorithms for Nonsymmetric Least-Squares Criteria[J]. Acta Electronica Sinica, 1988, (2): 75-84.
[1]尤肖虎,何振亚.递归实现固定阶的偏最小二乘问题——几种新的快速算法[J].电子学报,1988(02):75-84. DOI:
You Xiao-hu, He Zhen-ya. New Fixed Order Fast Algorithms for Nonsymmetric Least-Squares Criteria[J]. Acta Electronica Sinica, 1988, (2): 75-84. DOI:
本文提出了递归实现固定阶的偏最小二乘问题的三种新算法——无窗、预窗和滑动窗形式的超归一化快速算法
以满足不同条件下的实际应用。对于每个数据点
迭代这些算法所需的计算量正比于模型的阶数。
The new fixed order overnormalized fast algorithms are presented for unwindo-wed (or covariance)
prewindowed and sliding windowed nonsymmetric recursive-least-squares criteria
respectively
to meet the requirements of actual application under different conditions. The amount of computation
required to iterate these algorithms
is proportional to the order number of the model.
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