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.<>
Sequential ridge regression
IEEE Transactions on Aerospace and Electronic Systems ; 27 , 3 ; 571-574
1991-05-01
243618 byte
Article (Journal)
Electronic Resource
English
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