EconPapers    
Economics at your fingertips  
 

On the Least-Squares Fitting of Data by Sinusoids

Yaroslav D. Sergeyev (), Dmitri E. Kvasov () and Marat S. Mukhametzhanov ()
Additional contact information
Yaroslav D. Sergeyev: Università della Calabria
Dmitri E. Kvasov: Università della Calabria
Marat S. Mukhametzhanov: Università della Calabria

A chapter in Advances in Stochastic and Deterministic Global Optimization, 2016, pp 209-226 from Springer

Abstract: Abstract The sinusoidal parameter estimation problem is considered to fit a sum of damped sinusoids to a series of noisy observations. It is formulated as a nonlinear least-squares global optimization problem. A one-parametric case study is examined to determine an unknown frequency of a signal. Univariate Lipschitz-based deterministic methods are used for solving such problems within a limited computational budget. It is shown that the usage of local information in these methods (such as local tuning on the objective function behavior and/or evaluating the function first derivatives) can significantly accelerate the search for the problem solution with a required guarantee. Results of a numerical comparison with metaheuristic techniques frequently used in engineering design are also reported and commented on.

Keywords: Nonlinear regression; Least-squares fitting; Lipschitz-based deterministic methods; Metaheuristics; Numerical comparison (search for similar items in EconPapers)
Date: 2016
References: Add references at CitEc
Citations: View citations in EconPapers (2)

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

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:spr:spochp:978-3-319-29975-4_11

Ordering information: This item can be ordered from
http://www.springer.com/9783319299754

DOI: 10.1007/978-3-319-29975-4_11

Access Statistics for this chapter

More chapters in Springer Optimization and Its Applications from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().

 
Page updated 2025-05-18
Handle: RePEc:spr:spochp:978-3-319-29975-4_11