交通运输系统工程与信息

交通运输系统工程与信息 ›› 2003, Vol. 3 ›› Issue (1): 51-54 .

• 系统工程理论与方法 • 上一篇    下一篇

线性模型辨识的最小绝对值法

邹华国，马川生，梁璟   

  1. 长沙交通学院管理工程系，长沙410076
  • 收稿日期:2002-11-28 修回日期:1900-01-01 出版日期:2003-02-01 发布日期:2003-02-01

The Distinguishing of Linear Model of the Least Absolute Value Method

ZOU Hua-guo，MA Chuan-sheng，MANG Jing   

  1. Chang Sha Communication University, Management Engineering Department，Changsha 410076，china
  • Received:2002-11-28 Revised:1900-01-01 Online:2003-02-01 Published:2003-02-01

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被引次数

1

摘要： 提出用“最小绝对值法”辨识线性模型，讨论了最小绝对值法解的特性及使用其辨识线性模型的求解过程。并以算例将最小绝对值法与传统的最小二乘法在模型辨识方面进行了比较，在一定条件下使用最小绝对值法辨识的线性模型的预测精度要比使用最小二乘法得到的模型的预测精度高，故而在一定范围内有良好的使用价值。

关键词: 线性模型, 辨识, 等价性, 关键点

Abstract: This paper puts forwards the least absolute value method，discusses the characteristic and the course of solving of the least absolute value. And compares least absolute value method and the traditional method-the least two multiplication. Through the example，we can know that at the definite conditions，the model of the least absolute value has preferable precision of forecasting and preferable value of using.

Key words: linear model, distinguish, equivalence, the point of key