DocumentCode
808469
Title
Implementation of ridge-type estimation methods using orthogonal transformations
Author
Cicci, David A.
Author_Institution
Dept. of Aerosp. Eng., Auburn Univ., AL, USA
Volume
37
Issue
11
fYear
1992
fDate
11/1/1992 12:00:00 AM
Firstpage
1834
Lastpage
1837
Abstract
Modifications to the standard Givens and Householder orthogonal transformation algorithms are presented for implementing ridge-type estimation methods. These modified algorithms have been verified on an ill-conditioned linear estimation problem. Due to the iterative nature of ridge-type methods, the modified algorithms may not provide more accurate results than other methods. They will, however, provide the means for which existing software can be modified in order to incorporate ridge-type estimation methods
Keywords
estimation theory; matrix algebra; transforms; Givens transform; Householder transform; ill-conditioned linear estimation problem; orthogonal transformations; ridge-type estimation; Aerospace engineering; Covariance matrix; Equations; Inverse problems; Least squares approximation; Matrices; Matrix decomposition; Mean square error methods; Numerical stability; Vectors;
fLanguage
English
Journal_Title
Automatic Control, IEEE Transactions on
Publisher
ieee
ISSN
0018-9286
Type
jour
DOI
10.1109/9.173162
Filename
173162
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