Using the theory of generalized inverse matrix, a perfect algorithm of recurrence for least square has been derived. And from this algorithm, some corollaries of great significance were obtained.
利用广义逆矩阵的理论，本文给出了完整的最小二乘递推算法，并由此得到若干很有意义的推论。
If we use the equation of least square estimator directly, computing amount is often very great because course of computing need calculate the inverse of matrix and multiplication of matrix.
若直接采用最小二乘估计的公式，因计算过程需要求矩阵的逆及乘积，计算量非常大。
It is difficult to design the closed loop gain shaping controller when the controlled plant is not a square matrix, because it is involved in the pseudo inverse of matrix.
在被控对象为非方阵的系统中，由于求解控制器时涉及到矩阵求伪逆问题，很大程度上增加了闭环增益成形算法的难度。
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