The partial least squares algorithm: a truncated Cayley-Hamilton series approximation used to solve the regression problem
In this paper it is shown that the PLS algorithm for univariate data is equivalent to using a truncated Cayley-Hamilton polynomial expression of degree 1 less than a less than r for the matrix inverse inv(X'X) in R^(rxr) used to compute the LS solution. Furthermore, the a coefficients in this p...
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| Format: | Article |
| Language: | English |
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Norwegian Society of Automatic Control
1998-07-01
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| Series: | Modeling, Identification and Control |
| Online Access: | http://www.mic-journal.no/PDF/1998/MIC-1998-3-1.pdf |