摘要
总体最小二乘(TLS)问题和最小二乘(LS)问题解残量的比较已有多篇文献予以探讨.本文对TLS问题和LS问题解的加权残量进行了比较.导出了TLS解、改进的LS解及普通LS解加权残量之间的误差界.从而进一步完善了已有的相关结果.
There are a number of papers discussing the comparison of the squared residuals of the Total Least Squares(TLS) and the Least Squares(LS) problems. In this paper, the weighted squared residuals of the TLS and the LS problems are compared. Bounds of difference between the weighted squared residuals of the TLS, modified LS, and ordinary LS solutions are derived. Thus the existing related results are expanded.
出处
《计算数学》
CSCD
北大核心
2010年第3期225-232,共8页
Mathematica Numerica Sinica
基金
浙江省自然科学基金项目(Y6090164)
湖州市自然科学基金项目(2010YZ05)
校高等教育研究项目(GJC10021)资助
关键词
总体最小二乘
最小二乘
残量
加权残量
Total least squares
Least squares
Squared residuals
Weighted squaredresiduals.