评估模型基于交互投影的参数岭估计

Ridge estimate of parameters in evaluation model by alternating projection

根据评估过程提出的一种因变量和回归系数都未知的凸约束广义线性回归模型,利用凸集间的交互投影作出模型参数的最小二乘估计,在设计矩阵列复共线时给出了交互投影算法的参数岭估计,扩充了评估模型理论,增强了评估模型基于交互投影算法的计算稳定性。

Based on actual evaluation work we proposed a kind of generalized linear regression model with convex constraint and unknown dependent variable. We give the least square estimate of the parameters using iterative projection between two convex sets, and give the ridge estimate of the parameters by alternating projection when the designing matrix is multicollinearity. This extends the evaluation model theory and buildups the algorithm stability of alternating projection in evaluation model.