Damping–undamping strategies for the Levenberg–Marquardt nonlinear least-squares method
Author(s) -
M. Lampton
Publication year - 1997
Publication title -
computers in physics
Language(s) - English
Resource type - Journals
eISSN - 1558-4208
pISSN - 0894-1866
DOI - 10.1063/1.168600
Subject(s) - levenberg–marquardt algorithm , nonlinear system , non linear least squares , least squares function approximation , damping ratio , control theory (sociology) , mathematics , computer science , physics , algorithm , estimation theory , vibration , statistics , artificial intelligence , acoustics , artificial neural network , control (management) , quantum mechanics , estimator
The speed of the Levenberg–Marquardt (LM) nonlinear iterative least-squares method depends upon the choice of damping strategy when the fitted parameters are highly correlated. Additive damping with small damping increments and large damping decrements permits LM to efficiently solve difficult problems, including those that otherwise cause stagnation. © 1997 American Institute of Physics.
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