污染模型下的最小二乘估计

来源期刊：中南大学学报(自然科学版)1996年第3期

论文作者：朱建军

文章页码：273 - 277

关键词：方差; 污染模型; 最小二乘估计

Key words：variance; contaminated model; least squares estimate

摘    要：研究了污染模型下观测值的分布结构及方差,并以此为基础导出了污染模型下的最小二乘估计.结果表明,在测量平差中常用的随机误差模型下,该估计就是李德仁教授提出的验后方差估计;而在均值移动模型下,该估计是均方误差最小的稳健估计.

Abstract: The paper studies the distribution structure of the observations taken from the contaminated model. Based on this, the paper deduces the least squares estimate under the contaminated model. The further studies show that under the stochastic model,the above estimate is the estimate based on posterior variance proposed by Li Deren,while under the mean shifting model the estimate is that with minimum mean squared error proposed by the author in 1991.