The Co-factor Matrix of the Iteration Method by Correcting Characteristic Value
Wang Xinzhou · 2003
In the parameter estimation, there exist two problems: changing the equivalences of the equations makes estimation results biased; determining the ridge parameter k is very difficult and random. To solve the two problems, this paper presents the iteration method by correcting characteristic value. The co-factor matrix Q is derived firstly, then proves that Q is just the Kaley inverse N -1 of N in the case of rank-full, which is Moore-Penrose inverse N + of N in the case of rank-defect.