最小二乘法的应研究.docVIP

最小二乘法的应用研究 摘 要 最小二乘法是从误差拟合角度对回归模型进行参数估计或系统辨识,并在参数估计、系统辨识以及预测、预报等众多领域中得到极为广泛的应用.然而,最小二乘法因其抽象、难懂常常不能被准确理解.本文探讨了最小二乘法的基本原理及其各种变形的拟合方法,其中包括:一元线性最小二乘法拟合、多元线性拟合、多项式拟合、非线性拟合,并且讨论了用镜像映射和切比雪夫多项式解“病态”矛盾方程组的基本原理和方法,在此基础上给出了几种最小二乘法程序的设计原理. 关键词：最小二乘法,线性拟合,曲线拟合,切比雪夫多项式  Study on the Application about Method of Least Square Abstract Least square was used to estimate parameters and identify system of regression model, by the point of error fitting. And it has widely application in the parameters estimate, system identification, prediction, forecasting and other fields. However, the least square