年間 12 号発行
ISSN 印刷: 1064-2315
ISSN オンライン: 2163-9337
Indexed in
The Estimation Method of Time-varying Parameters of Regression Models
要約
The basis of this method is a two-criterion problem of estimating the variable parameters of a linear regression. It allows to estimate the parameters, using sufficiently limited a priori information. The properties of the obtained estimates has been studied. The results of computer experiment, that have showed the efficiency of the proposed method, are given.
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Podinovskiy V.V., Nogin V.D. , Pareto-optimal solutions of multiobjective problems [in Russian].
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Gantmakher F.R. , Theory of matrices [in Russian].
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Lee R. , Optimal estimation, identification, and control [Russian translation].
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Tikhonov N.A., Arsenin V.A. , Methods of solving ill-posed problems [in Russian].
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Fiacco A., McCormick G. , Nonlinear programming. Sequential unconstrained minimization techniques [Russian translation].
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K.-H. Elster , Introduction to nonlinear programming.