In this paper,the Bayes ridge estimation (BRE) for the parameters of linear model is discussed. At first,the properties of BRE is given,then,the structure of adaptive BRE is constructed. For convenience,the recursive algorithm is studied.
Zhang Jinhuai.[J].国防科技大学学报,1995,17(3):53-58. Zhang Jinhuai. ADAPTIVE BAYES RIDGE ESTIMATION FOR THE PARAMETERS OF THE LINEAR MODEL[J]. Journal of National University of Defense Technology,1995,17(3):53-58.