Sensitivity of ridge-type estimation methods to condition number

Citation
Km. Moran et Da. Cicci, Sensitivity of ridge-type estimation methods to condition number, APPL MATH C, 112(1), 2000, pp. 143-159
Citations number
19
Language
INGLESE
art.tipo
Article
Categorie Soggetti
Engineering Mathematics
Journal title
APPLIED MATHEMATICS AND COMPUTATION
ISSN journal
0096-3003 → ACNP
Volume
112
Issue
1
Year of publication
2000
Pages
143 - 159
Database
ISI
SICI code
0096-3003(20000601)112:1<143:SOREMT>2.0.ZU;2-4
Abstract
An analysis of ridge-type estimation methods and their performance in respo nse to different levels of ill-conditioning is presented. By adjusting the observation accuracy and the sampling rate, the amount of ill-conditioning in a linear estimation problem is altered. The effectiveness of the ridge-t ype methods in response to these changes is evaluated by comparing the solu tion accuracy with those of the standard minimum variance techniques. Resul ts show the improved performance of the ridge-type estimation method for va rious levels of ill-conditioning. In addition, the amount of improvement in creases as the level of ill-conditioning present in the problem is increase d. (C) 2000 Published by Elsevier Science Inc. All rights reserved.