A METHOD FOR EXAMINING CHARACTERISTIC OF A ESTIMATE EQUATION AND THE RELIABILITY OF ESTIMATED PARAMETERS
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Abstract
In this paper, a method is proposed for examining the characteristic (well or ill conditioned) of a linear parameter estimate equation and the reliability of the estimated values of the parameters. By introducing certain random perturbation in the measured data artificially, the characteristic of the estimate equation is judged from the response of the singular valuces of the coefficient matrix of the equation to the perturbation. According to the dependent level of the parameters to be estimated on the least(ill conditioned)sing-ular value, the reliability of these parameters can be obtained.
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