ols
于 2010-01-06 发布
文件大小:5KB
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代码说明：
正交最小二乘辨识算法 该算法除了实现最小二乘辨识功能之外而且能按照各项重要性将其逐一选出并且估计相应系数(OLS Orthogonal Least Quares. [x, ind] = OLS(A,b,r) gives the solution to the least squares problem using only the best r regressors chosen from the ones present in matrix A. This function also returns in the vector ind the indexes of the best r regressors (i.e., the best columns of A to use). If r is equal to n, the solution x given by OLS is the same as the solution given by A, but in ind we still have the regressors sorted by their importance. This means that one can perform a feature selection by taking the first k entries in ind (k
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