DocumentCode
808448
Title
Fast successive selection of variables in linear models using modified QR factorisation
Author
Kanjilal, P.P. ; Ballav, P. ; Saha, G.
Author_Institution
Dept. of Electron. & Electr. Commun. Eng., Indian Inst. of Technol., Kharagpur, India
Volume
31
Issue
14
fYear
1995
fDate
7/6/1995 12:00:00 AM
Firstpage
1204
Lastpage
1205
Abstract
A new approach for successively selecting regressor variables in the linear-in-the-parameter modelling problem is presented. It is based on QR with column pivoting factorisation, where the columns are pivoted based on the correlation with the corresponding rotated output vector. In contrast to other competing methods, no parameter estimation is necessary. The method is computationally fast and numerically robust
Keywords
matrix decomposition; modelling; statistical analysis; QR factorisation; column pivoting; computation; linear models; linear-in-the-parameter modelling; numerical method; regressor variables; rotated output vector; successive selection;
fLanguage
English
Journal_Title
Electronics Letters
Publisher
iet
ISSN
0013-5194
Type
jour
DOI
10.1049/el:19950802
Filename
398627
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