標題: 修正後秩表現QR分解在遞迴最小平方法上的計算
Rank-Revealing QR Factorization in Recursive Least Squares ns
作者: 許靜華
Jing-Huan Sheu
馮潤華
Ruenn-Hwa Ferng
應用數學系所
關鍵字: 非滿秩;修正後秩表現QR分解;最小平方法;遞迴最小平方法;快速適應性條件數估計;增量條件數估計;rank deficient; RRQR; LS; RLS; ACE; ICE
公開日期: 1994
摘要: 本文的目的在於利用秩表現QR分解法求 rank deficient 遞迴最小平方法 的問題.我們利用秩表現QR分解, 奇異值的插入定理, 以及兩種奇異值逼 近法 ACE 和 ICE 發展出一套新的演算法來解 rank deficient 遞迴最小 平方法的問題. Finding the numerical rank of a matrix is one of the moste problems in numerical linear algebra. The rankctorization (RRQR) can sometimes be used as a reliable and efficient computational alternative to the singular value decomposition (SVD) for problems that involve rank determination. In this thesis, we consider solving theeficient recursive least squares (RLS) problems with RRQR factorization. A new procedure is developed to generalize the full rank RLS problem to rank deficient cases. Our result ison the RRQR factorization proposed by Chan, the singularterlacing theorem and two dynamic condition estimators, algorithm by Bischof.
URI: http://140.113.39.130/cdrfb3/record/nctu/#NT830507012
http://hdl.handle.net/11536/59641
Appears in Collections:Thesis