A. Bargiela et Jk. Hartley, ORTHOGONAL LINEAR-REGRESSION ALGORITHM-BASED ON AUGMENTED MATRIX FORMULATION, Computers & operations research, 20(8), 1993, pp. 829-836
Citations number
2
Categorie Soggetti
Operatione Research & Management Science","Computer Applications & Cybernetics","Operatione Research & Management Science
The problem of n-dimensional orthogonal linear regression is a problem
of finding an n-dimensional hyperplane minimising the sum of Euclidea
n distances between this hyperplane and a given set of m points, where
m greater-than-or-equal-to n. This nonlinear programming problem has
been re-cast in an augmented matrix form and solved as a sequence of i
teratively re-weighted least square problems. The proposed algorithm i
s seen as an alternative to the recently published algorithm by Cavali
er and Melloy [1].