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递推最小二乘

于 2021-04-24 发布
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说明:  一般的最小二乘通常是一次拿到全部的数据, 对所有数据进行统一优化计算得到模型系数。递推最小二乘是以一种递推的方式计算最小二乘,每次使用最新的测量值,来不断更新模型系数。(General least squares usually get all the data at one time, and perform unified optimization calculations on all the data to get the model coefficients. Recursive least squares is to calculate the least squares in a recursive way, each time the latest measured value is used to continuously update the model coefficients.)

文件列表:

NPSA.m, 3459 , 2021-02-17
递推最小二乘.txt, 860 , 2021-02-20

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