Title :
Recursive algorithm of Generalized Least Squares Estimator
Author :
Xu, Wenke ; Liu, Fuxiang
Author_Institution :
Dept. of Sci., Northeast Forestry Univ., Harbin, China
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;
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
DOI :
10.1109/ICCAE.2010.5451430
