A Regularized Variable Projection Algorithm for Separable Nonlinear Least-Squares Problems
文献类型：期刊论文
| 作者 | Chen, Guang-Yong1,2,3,4; Gan, Min1,2,3,4; Chen, C. L. Philip5,6,7; Li, Han-Xiong8,9 |
| 刊名 | IEEE TRANSACTIONS ON AUTOMATIC CONTROL
 |
| 出版日期 | 2019-02-01 |
| 卷号 | 64期号:2页码:526-537 |
| 关键词 | Data fitting regularization separable nonlinear least squares (SNLLS) variable projection (VP) weighted generalized cross validation (WGCV) |
| ISSN号 | 0018-9286 |
| DOI | 10.1109/TAC.2018.2838045 |
| 通讯作者 | Gan, Min(aganmin@aliyun.com) |
| 英文摘要 | Separable nonlinear least-squares (SNLLS) problems arise frequently in many research fields, such as system identification and machine learning. The variable projection (VP) method is a very powerful tool for solving such problems. In this paper, we consider the regularization of ill-conditioned SNLLS problems based on the VP method. Selecting an appropriate regularization parameter is difficult because of the nonlinear optimization procedure. We propose to determine the regularization parameter using the weighted generalized cross-validation method at every iteration. This makes the original objective function changing during the optimization procedure. To circumvent this problem, we use an inequation to produce a consistent demand of decreasing at successive iterations. The approximation of the Jacobian of the regularized problem is also discussed. The proposed regularized VP algorithm is tested by the parameter estimation problem of several statistical models. Numerical results demonstrate the effectiveness of the proposed algorithm. |
| WOS关键词 | IDENTIFICATION ; MODEL |
| 资助项目 | National Nature Science Foundation of China[61673155] ; Technology Innovation Platform Project of Fujian Province[2014H2005] ; Fujian Collaborative Innovation Center for Big Data Application in Governments ; Fujian Engineering Research Center of Big Data Analysis and Processing |
| WOS研究方向 | Automation & Control Systems ; Engineering |
| 语种 | 英语 |
| WOS记录号 | WOS:000457375100006 |
| 出版者 | IEEE-INST ELECTRICAL ELECTRONICS ENGINEERS INC |
| 资助机构 | National Nature Science Foundation of China ; Technology Innovation Platform Project of Fujian Province ; Fujian Collaborative Innovation Center for Big Data Application in Governments ; Fujian Engineering Research Center of Big Data Analysis and Processing |
| 源URL | [http://ir.ia.ac.cn/handle/173211/25279]  |
| 专题 | 离退休人员 |
| 通讯作者 | Gan, Min |
| 作者单位 | 1.Fuzhou Univ, Coll Math & Comp Sci, Fuzhou 350116, Fujian, Peoples R China 2.Fuzhou Univ, Fujian Prov Key Lab Network Comp & Intelligent In, Fuzhou 350116, Fujian, Peoples R China 3.Minist Educ, Key Lab Spatial Data Min & Informat Sharing, Fuzhou 350116, Fujian, Peoples R China 4.Fuzhou Univ, Ctr Discrete Math & Theoret Comp Sci, Fuzhou, Fujian, Peoples R China 5.Univ Macau, Dept Comp & Informat Sci, Fac Sci & Technol, Macau 99999, Peoples R China 6.Dalian Maritime Univ, Dalian 116026, Peoples R China 7.Chinese Acad Sci, State Key Lab Management & Control Complex Syst, Inst Automat, Beijing 100080, Peoples R China 8.City Univ Hong Kong, Dept Syst Engn & Engn Management, Hong Kong, Peoples R China 9.Cent S Univ, State Key Lab High Performance Complex Mfg, Changsha 410083, Hunan, Peoples R China |
| 推荐引用方式 GB/T 7714 | Chen, Guang-Yong,Gan, Min,Chen, C. L. Philip,et al. A Regularized Variable Projection Algorithm for Separable Nonlinear Least-Squares Problems[J]. IEEE TRANSACTIONS ON AUTOMATIC CONTROL,2019,64(2):526-537. |
| APA | Chen, Guang-Yong,Gan, Min,Chen, C. L. Philip,&Li, Han-Xiong.(2019).A Regularized Variable Projection Algorithm for Separable Nonlinear Least-Squares Problems.IEEE TRANSACTIONS ON AUTOMATIC CONTROL,64(2),526-537. |
| MLA | Chen, Guang-Yong,et al."A Regularized Variable Projection Algorithm for Separable Nonlinear Least-Squares Problems".IEEE TRANSACTIONS ON AUTOMATIC CONTROL 64.2(2019):526-537. |
入库方式： OAI收割
来源：自动化研究所
浏览0
下载0
收藏0
其他版本
除非特别说明，本系统中所有内容都受版权保护，并保留所有权利。