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线性模型的BL估计和BP估计
引用本文:张良玉.线性模型的BL估计和BP估计[J].宇航学报,1994,15(1):77-81.
作者姓名:张良玉
作者单位:北京控制与电子技术研究所
摘    要:线性模型最小二乘方估计的改进大致有两条途径:利用验前信息,如贝叶斯估计,改变估计形式,如特征根估计,主成分估计,本文提出BL(贝叶斯加特征根)估计和BP(贝叶斯加主成分)估计,实现两类途径的综合,有实用和理论价值。

关 键 词:线性模型  最小二乘法  贝叶斯估计

BL AND BP ESTIMATES IN LINEAR MODELS
Zhang Liangyu.BL AND BP ESTIMATES IN LINEAR MODELS[J].Journal of Astronautics,1994,15(1):77-81.
Authors:Zhang Liangyu
Institution:Beijing Institute of Control and Electron Tecohnology
Abstract:The paper propounds two new estimates,which are named BL estimate(Bayesian estimate combined with Latent root estimate)and BP estimate(Bayesian estimate combined with Principal components estimate).They not only use a priori information but also change calculative formulas. They are very efficienf when Bayesian estimate is still unsteady.
Keywords:Linear models  The least square estimate  The Bayesian estimate  Latent root estimate  Principal components estimate  BL estimate  BP estimate  Residual sum of squares(RSS)  Mean square error(MSE)    
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