Recursive algorithm of Generalized Least Squares Estimator

Author

Xu, Wenke ; Liu, Fuxiang

Author_Institution

Dept. of Sci., Northeast Forestry Univ., Harbin, China

Volume

3

fYear

2010

fDate

26-28 Feb. 2010

Firstpage

487

Lastpage

490

Abstract

Based on the problem how to model linear models with different batches of samples and information, the paper raises the method of depositing the stale, the method of bringing into the fresh and the method of depositing the stale and bringing into the fresh of Generalized Least Squares Estimator. Furthermore the estimation formula and the corresponding proof are given. This approach provides flexibility and theoretical basis for data analysis, mining and prediction, used in the economy, agriculture and forestry widely.

Keywords

least squares approximations; matrix algebra; recursive estimation; data analysis; data mining; generalized least squares estimator; linear models; recursive algorithm; Agriculture; Covariance matrix; Data analysis; Data mining; Forestry; Least squares approximation; Linear regression; Predictive models; Recursive estimation; Vectors; Generalized Least Squares Estimator; bringing into the fresh; depositing the stale; linear model; recursive algorithm;

fLanguage

English

Publisher

ieee

Conference_Titel

Computer and Automation Engineering (ICCAE), 2010 The 2nd International Conference on

Conference_Location

Singapore

Print_ISBN

978-1-4244-5585-0

Electronic_ISBN

978-1-4244-5586-7

Type

conf

DOI

10.1109/ICCAE.2010.5451430

Filename

5451430