Research on equivalence of generalized ridge estimator in the adaptive GMDH and principal estimator

摘要

This research assumes the characteristic of basic Group Method of Data Handling(GMDH)[1,2] to be an improvement, and discusses analytically the fact that show the characteristic that the estimator of "the adaptive GMDH" by which ridge biased parameter is introduced into the identification process of modeling is equivalent to the estimator of the principal estimators. In addition, the best estimator concerning the generalized ridge estimator of the canonical form model is considered. Authors have already announced the result of the research concerning the characteristic improvement and the application of the estimator concerning Group Method of Data Handling.