Sequential ridge regression
D. Hertz · IEEE Transactions on Aerospace and Electronic Systems · 1991
A sequential algorithm which closely approximates ridge regression is introduced, and it is pointed out that the desired sequential ridge estimator can be obtained by properly choosing the free parameters of a startup technique for ordinary sequential least squares estimation. The derivation of this result is trivial; however, since no matrix inversions are needed for its implementation, this algorithm is of practical importance.>