线性回归参数的总体最小二乘估计算法研究

Research on the Algorithm of Parameters Estimation for Linear Regression on Total Least Squares

针对线性回归参数的总体最小二乘估计问题提出了线性回归加权总体最小二乘平差模型,在此基础上推导了线性回归的加权总体最小二乘迭代算法。之后,采用一个算例进行了分析,其结果验证了提出模型和算法的正确性和可行性。

According to the characteristics of the linear regression model.This paper propose the weighted total least squares adjustment model of linear regression.On the basis of the model,we have deduced computational formula of weighted total least squares estimation.Finally,we apply the algorithm to an example,and verify the correctness and feasibility of the model and algorithm.