使用模拟计算机的连续回归技术

A. Rubin
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引用次数: 5

摘要

本文展示了如何在通用模拟计算机上直接求解连续变量的回归问题。对线性情况(最小二乘直线)作了详尽的描述。文中还描述了一个具体的非线性问题,即导弹弹道参数估计问题。推导了回归方程,并绘制了求解的模拟计算机电路。研究还表明,参数优化的最陡下降技术本质上与多元回归分析的经典统计方法相同,但直接应用于目标函数的最陡下降技术可以显著简化模拟计算机电路。
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Continuous Regression Techniques Using Analog Computers
It is shown in this paper how a straightforward solution to the regression problem can be obtained for continuous variables on a general-purpose analog computer. The linear case (least squares straight line) is thoroughly described. A specific nonlinear problem, that of estimating the parameters of a missile trajectory, is also described. The regression equations are derived and analog computer circuits for the solution are drawn. It is also shown that the steepest descent technique for parameter optimization is essentially the same technique as the classical statistical methods of multivariate regression analysis, but that significant analog computer circuit simplification occurs in using the steepest descent technique applied directly to the objective function.
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