Tikhonov Regularized Variable Projection Algorithms for Separable Nonlinear Least Squares Problems

Zhengqing Fu and Lanlan Guo

Complexity, 2019, vol. 2019, 1-9

Abstract:

This paper considers the classical separable nonlinear least squares problem. Such problems can be expressed as a linear combination of nonlinear functions, and both linear and nonlinear parameters are to be estimated. Among the existing results, ill-conditioned problems are less often considered. Hence, this paper focuses on an algorithm for ill-conditioned problems. In the proposed linear parameter estimation process, the sensitivity of the model to disturbance is reduced using Tikhonov regularisation. The Levenberg–Marquardt algorithm is used to estimate the nonlinear parameters. The Jacobian matrix required by LM is calculated by the Golub and Pereyra, Kaufman, and Ruano methods. Combining the nonlinear and linear parameter estimation methods, three estimation models are obtained and the feasibility and stability of the model estimation are demonstrated. The model is validated by simulation data and real data. The experimental results also illustrate the feasibility and stability of the model.

Date: 2019
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
http://downloads.hindawi.com/journals/8503/2019/4861708.pdf (application/pdf)
http://downloads.hindawi.com/journals/8503/2019/4861708.xml (text/xml)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:hin:complx:4861708

DOI: 10.1155/2019/4861708

Access Statistics for this article

More articles in Complexity from Hindawi
Bibliographic data for series maintained by Mohamed Abdelhakeem ().