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Journal of Automation and Information Sciences

Published 12 issues per year

ISSN Print: 1064-2315

ISSN Online: 2163-9337

SJR: 0.173 SNIP: 0.588 CiteScore™:: 2

Indexed in

Estimation of Coefficients in Systems of Regression Models

Volume 35, Issue 7, 2003, 8 pages
DOI: 10.1615/JAutomatInfScien.v35.i7.70
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ABSTRACT

A problem of coefficient estimation in a system of regression models is considered. In the studied system, observation errors of output variables of the modelled object are statistically interdependent and output variables can be determined, generally speaking, by different regressor sets. It is demonstrated, that the fact of statistical interdependence can be used for more accurate restoring values of object outputs, which are not observed. A quality functional of regression equation system, which is a multidimensional analogue of J-optimality of regression model, is introduced. An iterative calculation scheme for coefficients of a regression model system, which minimize the introduced functional, is suggested.

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