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The slope method of ridge parameter determination

ZHANG Hui-zhan ,DU Zhi-xing(Shandong University of Science and Technology, Qingdao 2665110,China)  
The key to the ridge estimation is to select proper ridge parameter. The rule of the parameters’ norm varying with the ridge parameter is analyzed and studied in different ill-conditioned system. Then the slope method is put forward to determine the ridge parameter. Numerical simulation of slope method and L-curve, LS estimation, demonstrates that the slope method is simple and explicit, and the ridge parameter determined is reasonable.
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