1961
DOI: 10.1137/0109031
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An Application of the Wiener-Kolmogorov Smoothing Theory to Matrix Inversion

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Cited by 120 publications
(38 citation statements)
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“…Equation (12) gives the most general expression for a generalized pseudoinverse (Foster 1961;Strand and Westwater 1968). The model using the pseudoinverse of Eq.…”
Section: Derivation Of a Class Of Integrable Pseudoinversesmentioning
confidence: 99%
“…Equation (12) gives the most general expression for a generalized pseudoinverse (Foster 1961;Strand and Westwater 1968). The model using the pseudoinverse of Eq.…”
Section: Derivation Of a Class Of Integrable Pseudoinversesmentioning
confidence: 99%
“…We can, however attempt to minimize the mean square deviation of the estimated profile from the true profile in a statistical sense. A formulation of this type has been given for general linear systems by Foster (1961) and for the temperature inversion problem by Rodgers (1966) and by Strand and Westwater (1968). The procedure below follows the general derivation given by these authors.…”
Section: 246mentioning
confidence: 99%
“…However, Hoerl and Kennard (1970a) show that when (ATA) is nearly singular, as it can be in many geophysical problems, the average difference between liP estimated and AP true becomes very large. The ridge regression method (Levenberg 1944;Foster 1961;Marquardt 1963Marquardt , 1966 seeks to reduce this difference during the iteration process by damping the diagonal terms of (ATA). The ridge regression estimate of I' IPRR is where I is the density matrix and K > 0.…”
Section: ) Ridge Regressionmentioning
confidence: 99%