ON THE PROCESS OF SOLVING THE LINEAR EQUALITY CONSTRAINED LEAST SQUARES PROBLEM BY LAGRANGIAN MULTIPLIER METHOD
关于用拉格朗日乘子法求解线性等式约束最小二乘问题

In this paper the advantages of solving the linear equality constrained least squares problem (denoted by LSE Problem) by Lagrangian Multiplier Method are di- scussed.By this method,the relationship between the constrained conditions and the variables can be discussed in detail,and thus it can be demonstrated the existance of an unconstrained least squares problem which is equivalent to LSE problem.Fur- thermore,the convariance matrices of the parameters and the Lagrangian multipliers can be obtained.Finally,a numerically stable solution of LSE Problem is given.