Linear Model Estimation With Extraneous Estimates of a Parameter Subset, With an Application to Aircraft Tracking
作者:
RanjitM. Passi,
期刊:
Technometrics
(Taylor Available online 1979)
卷期:
Volume 21,
issue 4
页码: 511-514
ISSN:0040-1706
年代: 1979
DOI:10.1080/00401706.1979.10489821
出版商: Taylor & Francis Group
关键词: Extraneous estimates;Reduced model;Augmented model
数据来源: Taylor
摘要:
The problem of estimating parameters of a linear model in the presence of extraneous estimates of a parameter subset is considered. Two approaches are considered; one augments the linear model with the extra information and the second reduces the dimension and estimates only the remaining parameters. It is shown that the two approaches yield identical estimates of the unspecified parameter subset. In situations where one is interested only in the estimation of the unspecified parameter subset, computational advantages of the reduced model over the augmented model are pointed out. Application of such estimation to aircraft tracking in meteorological experiments is given.
点击下载:
PDF (358KB)
返 回