Optimal weighting of a priori statistics in linear estimation theory

DOI10.1016/0096-3003(93)90148-8zbMath0776.62081OpenAlexW2025071697MaRDI QIDQ687024

Roger L. Hall, David A. Cicci

Publication date: 17 October 1993

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0096-3003(93)90148-8

zbMATH Keywords

dynamical systemlinear correctionTaylor series expansionoptimal weightinga priori covarianceill- conditioned problemsminimum variance solution techniquesnominal solutionsatellite's orbitspace mechanics simulation

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Applications of statistics (62P99) Survival analysis and censored data (62N99) Orbital mechanics (70M20)

Cites Work

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• Ridge regression:some simulations
• A Monte Carlo Evaluation of Some Ridge-Type Estimators
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• A simulation study of ridge and other regression estimators
• A Class of Biased Estimators in Linear Regression
• Partitioned Ridge Regression
• Explicit and Constrained Generalized Ridge Estimation
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• Ridge Regression: Applications to Nonorthogonal Problems
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