多元线性回归递推最小二乘估计的一种新形式

A New Recursive-Least-Squares Algorithm for Multi-variable Linear Regression

给出一种新型的多元线性回归模型参数的递推最小二乘估计,在很大程度上,新的方法改进了传统的最小二乘估计。

A new reeursive-least-squares algorithm for multi-variable linear regression is presenfed in this paper This algorithm improves the traditional least-squares algorithms to a great extent.