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抗差加权整体最小二乘模型的牛顿-高斯算法
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抗差加权整体最小二乘模型的牛顿-高斯算法
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Journal Article
抗差加权整体最小二乘模型的牛顿-高斯算法
2015
Overview
基于加权整体最小二乘的牛顿-高斯迭代算法,提出了-种抗差加权整体最小二乘模型.利用标准化残差构造权因子函数,并采用中位数法获得具有抗差性的单位权中误差估值,能同时实现观测空间和结构空间抗差.为获得标准化残差,利用线性近似的协因数传播律推导了加权整体最小二乘残差协因数阵的表达式,并给出模型的迭代计算方法.试验结果表明：对于加权整体最小二乘的粗差处理问题,本文提出的方法具有良好的抗差性能,参数估值与不含粗差时加权整体最小二乘的结果没有显著的差异,性能优于直接由残差构造的稳健加权整体最小二乘模型.
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