Determining the Ridge Parameter in a Ridge Estimation Using L-curve Method

The choice of the ridge parameter is important in ridge estimation.In this paper, a new method, L-curve method, is used to determine ridge parameter.Its basic theorem is locating the point of the L-curve where the curvature is maximum.First, according to Hansen's theory, we derive the formulae of locating the point with maximum curvature in L-curve and realize the algorithm.Then, we apply the method to determine the ridge parameter in surveying data processing.After that, we compare the L-curve method with the ridge mark method and the GCV method, and draw a conclusion that the ridge mark method is a bad method for determining the ridge parameter because its accuracy of the result is not high, and that the GCV method have the drawback GCV function is sometimes not convergence. Last, we summarize the characteristics of L-curve method.