转载||最小二乘估计与加权最小二乘，，有例子说明

直接上链接了老铁们

最小二乘和加权最小二乘，有例子说明

下面是我自己写的

x1 = 100+normrnd(0,1,10000,1);

x2 = 100+normrnd(0,2,10000,1);

x3 = 100+normrnd(0,3,10000,1);

b = inv([1 1 1]*[1/1 0 0 ;0 1/4 0; 0 0 1/9]*[1 1 1]')*[1 1 1]*[1/1 0 0 ;0 1/4 0; 0 0 1/9];

x = b(1,1)*x1+b(1,2)*x2+b(1,3)*x3;

figure
hold on 
plot(x1(:))
plot(x2(:))
plot(x3(:))
plot(x(:))


mean(abs(x1-100))
mean(abs(x2-100))
mean(abs(x3-100))
mean(abs(x-100))