A weighted view on the partial least-squares algorithm

DOI10.1016/S0005-1098(99)00210-1zbMath0953.93078WikidataQ127472401 ScholiaQ127472401MaRDI QIDQ1977038

David Di Ruscio

Publication date: 22 January 2001

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0005-1098(99)00210-1

zbMATH Keywords

regularization; prediction error; partial least squares; regression; controllability matrix

Mathematics Subject Classification ID

93E24: Least squares and related methods for stochastic control systems

Related Items

Dynamic System Parameter Identification by Stochastic Realization Methods, Partial least-squares vs. Lanczos bidiagonalization. I: Analysis of a projection method for multiple regression, Geometric properties of partial least squares for process monitoring, A novel multivariate statistical process monitoring algorithm: orthonormal subspace analysis, A novel reduced-order algorithm for rational models based on Arnoldi process and Krylov subspace

Uses Software

• Regularization tools
• VanHuffel

Cites Work

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