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Sibirskii Zhurnal Vychislitel'noi Matematiki, 2015, Volume 18, Number 3, Pages 275–288
DOI: https://doi.org/10.15372/SJNM20150303 (Mi sjvm581) 		 
This article is cited in 5 scientific papers (total in 5 papers)

The weight coefficients in the weighted least squares method

I. V. Bychkova, V. I. Zorkaltsevb, A. V. Kazazaevac

a Matrosov Institute for System Dynamics and Control Theory of Siberian Branch of Russian Academy of Sciences, 134 Lermontov str., 134, Irkutsk, 664033, Russia
b Melentiev Energy Systems Institute of Siberian Branch of the Russian Academy of Sciences, 130 Lermontov str., Irkutsk, 664033, Russia
c Irkutsk State University, 1  Karl Marx str., Irkutsk, 664003, Russia
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DOI: https://doi.org/10.15372/SJNM20150303
Abstract: We consider the problem of estimating parameters of linear mathematical models. It is proved that due to the choice of weights in the least squares method it is possible to obtain solutions by minimizing any penalty functions of a wide class, including those of the Hölder norms. A limitation on a set of solutions resulting from the variation of the weights in the least squares method has been determined. The possibility of the practical use of the established theoretical facts is illustrated by the ecology-mathematical models.
Key words: mathematical model, agreement of parameters, the least squares method, weight coefficients.
Received: 02.09.2014
Revised: 09.12.2014
English version:
Numerical Analysis and Applications, 2015, Volume 8, Issue 3, Pages 223–234
DOI: https://doi.org/10.1134/S1995423915030039
Bibliographic databases:
Document Type: Article
UDC: 519.876.5
Language: Russian
Citation: I. V. Bychkov, V. I. Zorkaltsev, A. V. Kazazaeva, “The weight coefficients in the weighted least squares method”, Sib. Zh. Vychisl. Mat., 18:3 (2015), 275–288; Num. Anal. Appl., 8:3 (2015), 223–234
Citation in format AMSBIB
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\by I.~V.~Bychkov, V.~I.~Zorkaltsev, A.~V.~Kazazaeva
\paper The weight coefficients in the weighted least squares method
\jour Sib. Zh. Vychisl. Mat.
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\vol 18
\issue 3
\pages 275--288
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\crossref{https://doi.org/10.15372/SJNM20150303}
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\transl
\jour Num. Anal. Appl.
\yr 2015
\vol 8
\issue 3
\pages 223--234
\crossref{https://doi.org/10.1134/S1995423915030039}
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