摘要
在有些数学模型中,参数之间是有约束的.已经有文章给出最简单的情况——对数据均值的简单序贯下的估计方法,这里进一步探讨对一般条件下的线性模型(y=Xθ+e,θ=(1θ,2θ,…,kθ),θ1cθ2≤…≤θk),在简单序约束下的参数的估计.通过一些变形,构造出所谓"潜在变量",并用EM方法,求出参数的估计.
There are many constrained parameter problems in mathematic model. Since there were papers focusing on the simplest occasion,which estimated the mean with simple ordering of parameters(for example, θ=(θ1,θ2,…, θk ) θ1 ≤ θ2 ≤…≤ θk ) ), we intend to resolve more common occasion-linear model (y = Xθ+ e) ,to estimate the parameter O. With transformation,the "potential variable" is constructed and the estimation of parameters is abtained by using EM method.
出处
《湖南工程学院学报(自然科学版)》
2010年第1期61-64,共4页
Journal of Hunan Institute of Engineering(Natural Science Edition)
基金
湖南省教育厅科研资助项目(06C753)
湖南省科技厅科研资助项目(07SK3014)
关键词
序约束
参数估计
EM方法
simple ordering constrained
parameters estimation
EM method