Tikhonov regularized variable projection algorithms for separable nonlinear least squares problems
Summary: 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.
- A Regularized Variable Projection Algorithm for Separable Nonlinear Least Squares Problems
- Variable projection methods for separable nonlinear inverse problems with general-form Tikhonov regularization
- Separable nonlinear least squares: the variable projection method and its applications
- Variable projection for nonlinear least squares problems
- Tikhonov Regularization and Total Least Squares
- Separable least squares, variable projection, and the Gauss-Newton algorithm
- On the Solution of the Tikhonov Regularization of the Total Least Squares Problem
- Tikhonov regularization methods for variational inequality problems
- On Krylov projection methods and Tikhonov regularization
- Tikhonov regularization of large linear problems
- A decomposition method for large-scale box constrained optimization
- A new class of smoothing functions and a smoothing Newton method for complementarity problems
- A new infeasible-interior-point algorithm for linear programming over symmetric cones
- A new non-interior continuation method for second-order cone programming
- A new noninterior continuation method for solving a system of equalities and inequalities
- A new one-step smoothing Newton method for second-order cone programming.
- A novel characteristic value correction iteration method
- A separation theorem for stochastic singular linear quadratic control problem with partial information
- A smoothing Newton method for the second-order cone complementarity problem.
- Algorithms for Separable Nonlinear Least Squares Problems
- An O( n L) iteration primal-dual path-following method, based on wide neighbourhood and large update, for second-order cone programming
- An accelerated Jacobi-gradient based iterative algorithm for solving Sylvester matrix equations
- An algebraic method for quaternion and complex least squares coneigen-problem in quantum mechanics
- An algorithm for coneigenvalues and coneigenvectors of quaternion matrices
- An efficient iterative approach for large-scale separable nonlinear inverse problems
- Beyond regular semigroups
- Computing eigenpairs in augmented Krylov subspace produced by Jacobi-Davidson correction equation
- Consensus of second-order delayed nonlinear multi-agent systems via node-based distributed adaptive completely intermittent protocols
- Data-based predictive control for networked nonlinear systems with packet dropout and measurement noise
- Finite-time stability and stabilization of Itô-type stochastic singular systems
- Improved Rao-Blackwellized particle filter by particle swarm optimization
- Modeling gene networks in \textit{Saccharomyces cerevisiae} based on gene expression profiles
- Nonlocal symmetry, Darboux transformation and soliton-cnoidal wave interaction solution for the shallow water wave equation
- Observer-based controller design for singular stochastic Markov jump systems with state dependent noise
- Parallel algorithms for large-scale linearly constrained minimization problem
- Particle swarm optimization using dimension selection methods
- Polynomial solutions to the matrix equation \(X-AX^T B=C\)
- Separable nonlinear least squares: the variable projection method and its applications
- Solving nonlinear systems of equations with only one nonlinear variable
- Stability and output feedback control for singular Markovian jump delayed systems
- Stochastic linear quadratic optimal control with constraint for discrete-time systems
- The Differentiation of Pseudo-Inverses and Nonlinear Least Squares Problems Whose Variables Separate
- The Jacobi and Gauss-Seidel-type iteration methods for the matrix equation A X B = C
- Secant variable projection method for solving nonnegative separable least squares problems
- Computational experiments on the Tikhonov regularization of the total least squares problem
- Efficient parameters estimation method for the separable nonlinear least squares problem
- An efficient iterative approach for large-scale separable nonlinear inverse problems
- Variable projection algorithms with sparse constraint for separable nonlinear models
- A method for solving ill-conditioned separable nonlinear least squares problems and its application
This page was built for publication: Tikhonov regularized variable projection algorithms for separable nonlinear least squares problems
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2280283)
