实时加权递推最小二乘估计及其初步应用

The Real-time Weighted Recursive Algorithm of Least Squares Estimation and Its Initial Applications

将最小二乘估计的加权递推算法和加遗忘因子的实时算法相结合，推导出实时加权递推最小二乘估计算法，并以实际跟踪系统的数据处理问题，说明这种算法在多信息源量测数据处理系统中的应用。

The real-time weighted recursive algorithm of least squares estimation is derived by combining the weighted recursive algorithm of least squares estimation with the real-time algorithm of 'forgetting factor' method. Based on the practice of the data processing in an auto-tracking system, its application in the data processing systems of measurements of multi-information sources is described.