岭参数确定的研究

Comparison of ridge parameter determination

中文阐述了多种岭参数确定方法的原理,如岭迹法、L曲线法、两步解法、GCV法和双h公式法,应用数据编程比较了各种岭参数计算方法所得的结果及对最小二乘估计的改进效果。结果表明,L-曲线法易于确定岭参数,是一种确定岭参数的良好方法。此外,两步解作为另一种解算病态问题的方法,不仅要明显优于LS估计,并且改善了L-曲线法的计算结果。

This paper explained basic principles of several methods of the ridge parameters determination. Besides, the paper used different methods, such as the ridge trace, general cross-validation, L-curve method, two-step method and double ＇ h＇ method, to calculate ridge parameters and compare the different results of LS estimation and ridge estimation. Their performances were also analyzed and it drew a conclusion that L-curve method was a proper one for ridge parameter determination. Besides, the two-step method, as another resolution method of ill-posed problems, also showed a higher accuracy than LS estimation and even L-curved method.