广义逆的计算与最小二乘估计

The Algorithms for Generalized Inverses and Least Square Estimations

给出了某些广义逆的计算方法,将这些结果应用于观测系统的参数估计,给出了系统无加权和加权最小二乘的最新估计结果,推广了[1]的工作,同时简化了[2]中求多个相容矩阵方程公共解的算法。

The new algorithms for certain generalized inverses are presented. Using these results to the paremeter estimation, the optimal least sequare estimation （LSE） are obtained. Consequently,we presents a sight better results ,which extend also the results in [1 ]. And simplified the common solutions of multi-equations of matrix of [2] are also derived.