Title :
Sequential ridge regression
Author_Institution :
Rafael, Haifa
fDate :
5/1/1991 12:00:00 AM
Abstract :
A sequential algorithm which closely approximates ridge regression is introduced, and it is pointed out that the desired sequential ridge estimator can be obtained by properly choosing the free parameters of a startup technique for ordinary sequential least squares estimation. The derivation of this result is trivial; however, since no matrix inversions are needed for its implementation, this algorithm is of practical importance
Keywords :
estimation theory; least squares approximations; navigation; GPS; navigation; ridge regression; sequential algorithm; sequential least squares estimation; sequential ridge estimator; Closed-form solution; Equations; Filtering; Kalman filters; Military computing; Notice of Violation; Radar tracking; Steady-state; Target tracking; Velocity measurement;
Journal_Title :
Aerospace and Electronic Systems, IEEE Transactions on
