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 computationszeng
作者: 許靜華
Xu, Jing-Hua
馮潤華
Ping, Run-Hua
應用數學系所
關鍵字: 非滿秩;修正後秩表現QR分;最小平方法;應用數學;數學;修正後秩表現QR分解;遞迴最小平方法;快速適應性條件數估計;增量條件數估計;Ruenn-HW;Ferng;APPLIED-MATHEMATICS;MATHEMATICS;Ruenn-HwaFerng;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/#NT834507001
http://hdl.handle.net/11536/59939
Appears in Collections:Thesis