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线性回归模型岭迹选择主元方法及应用研究
引用本文:张湘平,邹逢兴,李大琪. 线性回归模型岭迹选择主元方法及应用研究[J]. 航天控制, 1998, 16(1): 33-38
作者姓名:张湘平  邹逢兴  李大琪
作者单位:国防科技大学自动控制系,长沙,410073
摘    要:针对线性回归模型的多重复共线性问题,在理论上,引入方差膨胀因子,从量化的角度探测线性回归模型的多重复共线性;并采用岭迹分析法对此类模型的结构辨识方法展开研究,归纳了岭迹选择主元的若干原则,并通过实际计算证实了该方法的有效性。

关 键 词:系统工程  模型  系统辨识  方法
修稿时间:1997-09-02

Linear Regression Model Ridge Trace Selection Procedure and Application Research
ZHANG Xiangping,Zou Fengxing,LI Daqi. Linear Regression Model Ridge Trace Selection Procedure and Application Research[J]. Aerospace Control, 1998, 16(1): 33-38
Authors:ZHANG Xiangping  Zou Fengxing  LI Daqi
Affiliation:Zhang Xiangping Zou Fengxing Li Daqi Nation University of Defence Technology Automation Control Department 410073
Abstract:Directed at the collinearity problem of linear regression model, in theory variance inflation fator is introduced to detect the linear regression model collinearity from the point of view of quantification and use ridge trace analysis method to research the indentification method of the model's structure. On the basis of real calculation, principles of Ridge Trace Selection Procedure are concluded.
Keywords:System engineering Model System identification Method  
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