The Regularization Method with Morbid Problems of Equality Constraints

Abstract

The difference between the parameters and reasonable equality constraints can significantly improve the precision of classical least squares solution to eliminate the rank loss free network problems, and also can improve the pathological solution of the model, which presents the measurement adjustment equality constraints attached pathological model. This paper establishes the equality constraints morbid Model Adjustment regularization criteria, to give the solution of the model, and gives the statistical analysis to understand the nature. Based on this data, and giving full consideration of inevitable gross errors, it puts forward robust regularized factor mean square error minimization criteria and numerical solution. A variety of programs the calculation results show that the method not only can eliminate the adverse effects of the matrix morbid, but also can be able to overcome the presence of gross errors caused by instability, which is a good estimate.