推导了加权整体最小二乘的迭代解法,分别用整体最小二乘法和加权整体最小二乘法计算了直线拟合问题。结果表明,加权整体最小二乘迭代解法的准度和精度比整体最小二乘好,而且系数矩阵中固定元素在计算结束后保持不变,证明了该解法的正确性。
The iterative method for the weighted total least-squares was proposed in the paper. The linear fitting of an example was analyzed with the method and conventional weighted total least-squares respectively. The results show that accuracy and precision obtained with the method are higher than that obtained with the latter, and the fixed elements of coefficient matrix are not changed after the calculation. All of these prove that the method in this paper is correct.