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- 2017
基于改进目标函数的partial EIV模型WTLS估计的新算法
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Abstract:
针对部分变量误差（partial EIV）模型的加权整体最小二乘（weighted total least squares，WTLS）估值的计算需要多次迭代且效率低下的情况，根据加权LS（least square）原理，通过改进目标函数，并运用矩阵微分运算以及矩阵反演变换，提出了一种计算partial EIV模型WTLS估值的新算法。算例计算结果表明，新算法具有迭代次数少、计算效率高等优点
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