An Improved Tikhonov-Regularized Variable Projection Algorithm for Separable Nonlinear Least Squares

In this work, we investigate the ill-conditioned problem of a separable, nonlinear least squares model by using the variable projection method. Based on the truncated singular value decomposition method and the Tikhonov regularization method, we propose an improved Tikhonov regularization method, wh...

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Bibliographic Details
Main Authors: Hua Guo, Guolin Liu, Luyao Wang
Format: Article
Language:English
Published: MDPI AG 2021-08-01
Series:Axioms
Subjects:
Online Access:https://www.mdpi.com/2075-1680/10/3/196
Description
Summary:In this work, we investigate the ill-conditioned problem of a separable, nonlinear least squares model by using the variable projection method. Based on the truncated singular value decomposition method and the Tikhonov regularization method, we propose an improved Tikhonov regularization method, which neither discards small singular values, nor treats all singular value corrections. By fitting the Mackey–Glass time series in an exponential model, we compare the three regularization methods, and the numerically simulated results indicate that the improved regularization method is more effective at reducing the mean square error of the solution and increasing the accuracy of unknowns.
ISSN:2075-1680