摘要
利用矩阵的扫描运算技术，对于线性模型Ｙ＝ＸＣ＋ε，Ｅ（ε）＝０，ｃｏｖ（ε，ε）＝σ２Ｉ，在先验信息Ｅ（Ｃ）＝０，ｃｏｖ（Ｃ，Ｃ）＝σ２Ｉ下，提出了一种新的有偏估计──主扫描估计。从直观上分析了该估计的合理性，在理论上证明了它是容许估计以及它显著地优于最小二乘估计的特性。模拟计算表明，主扫描估计明显地优于改进的主成分估计，此外，主扫描估计的计算方法十分简单。
With regard to the linear model Y=XC+ε,E(ε) = 0, cov(ε,ε)=σ2I possessing the prior information E(C)=0,cov(C, C) =σ2I,a new biased estimate──principal elements sweep estimate, is presented by using the sweep operation technique of matrix. The reasonable analysis of the estimate is audio-visually given. Theoretically, it has been proven that the estimate is an admissible estimate and that it is marked much better than least squares estimate.The principal elements sweep estimate, compared with the improved principal components estimate[1], is obviously favourable by simulation. In addition, the estimate method is simple.
出处
《导弹与航天运载技术》
1995年第3期44-45,共2页
Missiles and Space Vehicles
