基于复共线性诊断的抗差正则化方法
기우복공선성진단적항차정칙화방법
Robust Regularization Method Based on Diagnosis of Multicolinearity
  • 万方数据
    河南科学 하남과학
    HENAN SCIENCE
    2013年 6期 728-732 ,共5页

    马朝忠%归庆明%顾勇为%张宁

    마조충%귀경명%고용위%장저

    不适定问题%正则化方法%复共线性%正则化矩阵%正则化参数 不適定問題%正則化方法%複共線性%正則化矩陣%正則化參數
    불괄정문제%정칙화방법%복공선성%정칙화구진%정칙화삼수
    ill-posed problem%regularization method%multicolinearity%regularization matrix%regularization parameter
    　　针对测量数据中，法矩阵病态性和观测值粗差同时存在的问题，以复共线性诊断和度量为基础，融合抗差M 估计的思想，提出了基于复共线性诊断和度量的抗差正则化方法，并给出了正则化矩阵的选取方法和正则化参数的确定公式及相应的抗差解。通过模拟算例表明，该方法不仅可以抵御病态性带来的不良影响也能消除粗差对估计产生的严重危害。
    　　침대측량수거중，법구진병태성화관측치조차동시존재적문제，이복공선성진단화도량위기출，융합항차M 고계적사상，제출료기우복공선성진단화도량적항차정칙화방법，병급출료정칙화구진적선취방법화정칙화삼수적학정공식급상응적항차해。통과모의산례표명，해방법불부가이저어병태성대래적불량영향야능소제조차대고계산생적엄중위해。
    In order to solve the problems of the normal equation being ill-conditioned and observations containing outliers in the large number of measured data processing,a kind of new robust regularization methods based on analyzing and diagnosing of multicolinearity is presented. The choice method of regularization matrix and the calculation formula of regularization parameters are established. Numerical simulation results demonstrate that the new estimator has the characteristics of resisting outliers,high precision and good stability.
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