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《Journal of Geomatics Science and Technology》 2008-03
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Robust Ridge and Principal Correlation Estimation and Influence of Error

FAN Peng-pai1,SUI Li-fen1,YAO Hong2(1.Institute of Surveying and Mapping,Information Engineering University,Zhengzhou 450052,China;2.Institute of Seience,Information Engineering University,Zhengzhou 450001,China)  
In order to solve the problem of both ill-conditioned and outlier,a robust ridge and principal correlation estimation was established based on the M-model of the robust estimation theory.By using a numerical example,some calculation and comparison were performed.The result showed that this new approach could not only improve the ill-conditioned equations,but also resist the effect of course errors effectively.Different from the principal components estimation,this method choosed the principal components according to its correlation with the observations.And this reserved more useful information.
【Fund】: 国家自然科学基金项目(40474007)
【CateGory Index】: P207
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