• 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