資源簡(jiǎn)介
自己寫(xiě)的最小二乘算法,包含了整批算法、遞推算法和廣義最小二乘算法,并包含對(duì)它們的誤差分析比較,學(xué)習(xí)算法建模時(shí)具有一定參考價(jià)值。

代碼片段和文件信息
function?den_num?=?dituisuanfa(?u_iny_inn?)
%UNtitleD?Summary?of?this?function?goes?here
%???Detailed?explanation?goes?here
N=length(y_in);
%x=make_x(u_iny_inNn);
%y=y_in(n+1:n+N);
M=circlemake(y_inn0);
U=circlemake(u_inn1);
x=[-MU];
den_num=zeros(2*n+11);
P=10^5*eye(2*n+1);
for?l=1:N
????r=make_r(x(l:)‘P);
????den_num=make_den_num(den_numPx(l:)‘ry_in(l));
????P=make_p(Px(l:)‘r);
end
end
function?r=make_r(xPn)
r_ni=1+x‘*P*x;
r=inv(r_ni);
end
function?den_num=make_den_num(den_num_oldPxry)
a=P*x*r;
b=y-x‘*den_num_old;
den_num=den_num_old+a*b;
end
function?P=make_p(P_oldxr)
a=P_old*x*r;
b=a*x‘*P_old;
P=P_old-b;
end
function?M=circlemake(mnl)
N=length(m);
if(N~=0)
????m1=zeros(N1);
????m1(n+1:N)=m(1:N-n);
????m1(1:n)=m(N-n+1:end);
????m=m1;
????M=m;
????for?num?=?2:n+l
????????m1(1:N-1)?=?m(2:N);????
????????m1(N)=m(1);
????????m?=?m1;????
????????M=[mM];
????end
else
????M=[];
end
end
%?function?X=make_x(uyNn)
%?M=[];
%?for?num=1:n
%?????m1=y(num:num+N-1);
%?????M=[m1M];
%?end
%?U=[];
%?for?num=1:n+1
%?????m1=u(num:num+N-1);
%?????U=[m1U];
%?end
%?X=[-MU];
%?end
?屬性????????????大小?????日期????時(shí)間???名稱
-----------?---------??----------?-----??----
?????文件????????1189??2016-01-11?00:20??dituisuanfa.m
?????文件?????????616??2016-01-05?16:39??e_build.m
?????文件????????1181??2016-01-11?10:32??guangyierchengfa.m
?????文件???????14944??2016-01-10?02:44??module_bianshi.fig
?????文件???????34048??2016-01-11?08:42??module_bianshi.m
?????文件?????????344??2016-01-02?23:51??mxulie.m
?????文件?????????825??2016-01-11?10:54??panduanjieci.m
?????文件?????????758??2016-01-02?21:59??zhengpisuanfa.m
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