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An Iterative Implementation of Variable Projection for Separable Nonlinear Optimization Problems

delete2022-11-01
delete7
PRE
AI
G
Guangyong Chen
甘
甘敏 (Min Gan) *
H
Hongtao Zhu
陈龙 封面图
陈龙 (Long Chen)
陈晨 封面图
陈晨 (C. L. Philip Chen)
DOI:10.1109/TSMC.2022.3165323delete
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摘要

摘要

En 中文
The separable nonlinear least-squares (SNLLS) problems considered in this article frequently appear in a wide range of research fields, such as machine learning, computer vision, system identification, and signal processing. The variable projection algorithm proposed by Golub and Pereyra, which reduces the dimension of the parameters by projecting the linear parameters out of the problem, is quite valuable in solving SNLLS problems. Previous implementations of the variable projection algorithm are based on matrix factorization. In this article, we propose an iterative implementation of the variable projection algorithm. Compared with previous implementations based on matrix decomposition, the proposed method can effectively avoid suffering from large condition number of the matrix or even matrix decomposition failure when dealing with ill-posed SNLLS problems. Numerical experiments on real-world data and synthetic data show the efficiency and robustness of the proposed iterative variable projection algorithm.
Keyword:
Parameter estimation
radial basis function network-based state-dependent autoregressive (RBF-AR) model
separable nonlinear least-squares (SNLLS) problem
variable projection

期刊

IEEE Transactions on Cybernetics 封面图
IEEE Transactions on Cybernetics
IF:
10.5
论文数:
1.1W
被引数:
5.0W

机构

Q
Qingdao University
学者数:
3.1W
论文数: 2.1W
被引数: 3.7W
S
southeast university - china
学者数:
5.3W
论文数: 4.9W
被引数: 57
U
University of Macau
学者数:
1.1W
论文数: 1.3W
被引数: 2.0W
S
south china university of technology
学者数:
6.8W
论文数: 5.1W
被引数: 85
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