参数估计的统一模型——广义Gauss-Markov模型

On the Uniformity Model of the parameter Esfimation——the Generalized Gauss-Markov Model

设计矩阵可以是秩亏阵,观测值的协方差阵可以是奇异阵的广义 Gauss-Markov模型(简称广义G-M模型),它是一种形式简单的统一模型。本文从最小二乘估计V^TQ^-V=min 出发,研究广义G-M 模型的参数估计理论和方法。说明了V^TQV^-=min与 Rao及Bjeharmmar等的平差原则一致。并对广义 G-M模型之解及其性质进行了系统讨论。

The design matrix may be a rank-defect matrix and the co-variance matrix of theobservations may be the singular matrix, this generalized Gauss-Markov model is a un-iformity model with simple form. Based on the principle of the Least-square estimation V^TQ^-V=min, this paper de-als with the parameter estimation theory and method of the generalized G-M Model,explaines the coincidency of various adyustment rules such as V^TQ^-V = min and Rao andBjeharmmar's. The paper discusses also the solution of the generalized G-M model andits charecters.