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Journal of Automation and Information Sciences
SJR: 0.275 SNIP: 0.59 CiteScore™: 0.8

ISSN Print: 1064-2315
ISSN Online: 2163-9337

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Journal of Automation and Information Sciences

DOI: 10.1615/JAutomatInfScien.v35.i7.70
8 pages

Estimation of Coefficients in Systems of Regression Models

Alexander P. Sarychev
Institute of Technical Mechanics of National Academy of Sciences of Ukraine and National Space Agency of Ukraine, Dnepropetrovsk, Ukraine

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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