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A New Method of Constructing Regularized Matrix

WU Guangming;LU Tieding;DENG Xiaoyuan;QIU Dechao;Faculty of Geomatics,East China University of Technology;Key Laboratory of Watershed Ecology and Geographical Environment Monitoring,NASMG;Key Lab for Digital Land and Resources of Jiangxi Province;Geomatics Center of Zhejiang Province;  
In parameter solving under the conditions of coefficient matrix,the rational selection of regularization parameters and regularization matrix can improve the reliability of parameter estimation.The symmetric matrix is constructed by the eigenvectors corresponding to the smaller singular values of the matrix.The diagonal matrix is constructed by the main diagonal elements of the matrix,and then a new regularization matrix is obtained by combining with the unit matrix.The experimental results show that when the regularization parameter is less than 1,the parameter estimation of this algorithm is better than the ridge estimation.
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