病态变量含误差模型的分步正则化算法Modified solution for ill-posed EIV model regularization
陶叶青,周晓钟,蔡安宁
摘要(Abstract):
针对数值逼近理论的病态变量含误差模型正则化算法无法顾及模型的随机性质,以及获得的参数估值不具有统计意义的问题。该文在对现有算法进行拓展的基础上,提出了分步的正则化算法:首先通过构造约束矩阵改善模型的病态性,获得稳定的参数初值;然后应用参数的最小二乘正则化解作为初值,建立附有不等式约束的总体最小二乘参数估计模型;最后,通过实例对已有算法与本文所建立的算法进行比较。结果表明,该算法弥补了现有的算法单一通过正则化参数实现模型正则化存在的不足,避免了总体最小二乘算法具有的降正则化性质导致的参数估计发散,具有稳定的收敛性质。
关键词(KeyWords): 病态变量含误差模型;正则化;不等式约束;加权总体最小二乘
基金项目(Foundation): 国家自然科学基金项目(41601501);; 江苏省高校自然科学基金项目(16KJD420001);; 淮安市地理信息技术与应用重点实验室开放课题项目(HAP201405)
作者(Author): 陶叶青,周晓钟,蔡安宁
DOI: 10.16251/j.cnki.1009-2307.2019.03.006
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