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自动化与信息科学期刊
SJR: 0.238 SNIP: 0.464 CiteScore™: 0.27

ISSN 打印: 1064-2315
ISSN 在线: 2163-9337

卷:
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自动化与信息科学期刊

DOI: 10.1615/JAutomatInfScien.v42.i11.20
pages 18-30

Accuracy of Estimation of Parameters of Linear Regression on Errors in Variables

Nikolay N. Salnikov
Institute of Space Research of National Academy of Sciences of Ukraine and National Space Agensy of Ukraine, Kyiv, Ukraine

ABSTRACT

We consider ultimate accuracy of estimation of parameters of linear regression under the presence of bounded errors of measurements of input variable and regressors on usage of several main nonstochastic estimation methods. It was shown that for sufficiently low level of errors of regressors the minimax approach makes it possible to obtain exact values of estimated parameters. For high level of these errors only polyhedron method with explicit consideration of regressors errors makes it possible to obtain exact values of parameters on realization of usual requirements to sequences of errors and input data without errors. The obtained results are illustrated by means of the numerical example.


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