| 正则化方法的统一 |
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| 引用本文： | 郭淑妹,郭杰,张宁.正则化方法的统一[J].大地测量与地球动力学,2015,35(1):129-131. |
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| 作者姓名： | 郭淑妹 郭杰 张宁 |
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| 作者单位： | 信息工程大学理学院 , 郑州市科学大道62号， 450001 |
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| 摘 要： | 对最小二乘估计作线性变换，使得新估计是真值的最优拟合，并且包含模型参数的先验误差协方差阵。从滤波因子的角度对正则化方法进行统一，提供了常见的Tikhonov正则化方法、截断奇异值法、广义岭回归方法等的滤波因子与对应的误差协方差阵的特征值。
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| 关 键 词： | 最小二乘估计 协方差矩阵 正则化 滤波因子 |
| 收稿时间： | 2014-03-08 |
The Unified Framework of the Regularization Techniques |
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| GUO Shumei,GUO Jie,ZHANG Ning.The Unified Framework of the Regularization Techniques[J].Journal of Geodesy and Geodynamics,2015,35(1):129-131. |
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| Authors: | GUO Shumei GUO Jie ZHANG Ning |
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| Institution: | School of Science, Information Engineering University, 62 Kexue Road, Zhengzhou 450001, China |
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| Abstract: | In this paper, the estimator is based on a linear transformation of the LS estimation.It provides an optimal solution to the true and a constrained covariance matrix. The regularization techniques are unified with the respect to filtering factors. Filtering factors and corresponding eigenvalue of error covariance matrix of some known regularization estimators as Tikhonov-Philips regularization, truncated singular value decomposition, generalized ridge regression and others are provided. |
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| Keywords: | LS estimation covariance matrix regularization filtering factor |
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