Title :
On the Reliable and Flexible Solution of Practical Subset Regression Problems
Author_Institution :
Aerospace Engineer, Ames Research Center, Moffett Field, California; National Research Council Research Associate
Abstract :
A new algorithm for solving subset regression problems is described. The algorithm performs a QR decomposition with a new column-pivoting strategy, which permits subset selection directly from the originally defined regression parameters. This, in combination with a number of extensions of the new technique, makes the method a very flexible tool for analyzing subset regression problems in which the parameters have a physical meaning.
Keywords :
Aerodynamics; Councils; Independent component analysis; Matrix decomposition; Regression analysis; Reliability engineering; Uncertainty;
Conference_Titel :
American Control Conference, 1987
Conference_Location :
Minneapolis, MN, USA