• Complex
  • Title
  • Keyword
  • Abstract
  • Scholars
  • Journal
  • ISSN
  • Conference
成果搜索

author:

Chen, Guang-Yong (Chen, Guang-Yong.) [1] | Gan, Min (Gan, Min.) [2] | Chen, C.L. Philip (Chen, C.L. Philip.) [3] | Li, Han-Xiong (Li, Han-Xiong.) [4]

Indexed by:

EI

Abstract:

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. © 1963-2012 IEEE.

Keyword:

Iterative methods Nonlinear programming Parameterization

Community:

  • [ 1 ] [Chen, Guang-Yong]College of Mathematics and Computer Science, Fuzhou University, Fuzhou; 350116, China
  • [ 2 ] [Chen, Guang-Yong]Fujian Provincial Key Laboratory of Network Computing and Intelligent Information Processing, Fuzhou University, Fuzhou; 350116, China
  • [ 3 ] [Chen, Guang-Yong]Key Laboratory of Spatial Data Mining and Information Sharing, Ministry of Education, Fuzhou; 350116, China
  • [ 4 ] [Chen, Guang-Yong]Center for Discrete Mathematics and Theoretical Computer Science, Fuzhou University, Fuzhou; 99999, China
  • [ 5 ] [Gan, Min]College of Mathematics and Computer Science, Fuzhou University, Fuzhou; 350116, China
  • [ 6 ] [Gan, Min]Fujian Provincial Key Laboratory of Network Computing and Intelligent Information Processing, Fuzhou University, Fuzhou; 350116, China
  • [ 7 ] [Gan, Min]Key Laboratory of Spatial Data Mining and Information Sharing, Ministry of Education, Fuzhou; 350116, China
  • [ 8 ] [Gan, Min]Center for Discrete Mathematics and Theoretical Computer Science, Fuzhou University, Fuzhou; 99999, China
  • [ 9 ] [Chen, C.L. Philip]Department of Computer and Information Science, Faculty of Science and Technology, University of Macau, China
  • [ 10 ] [Chen, C.L. Philip]Dalian Maritime University, Dalian; 116026, China
  • [ 11 ] [Chen, C.L. Philip]State Key Laboratory of Management and Control for Complex Systems, Institute of Automation, Chinese Academy of Sciences, Beijing; 100080, China
  • [ 12 ] [Li, Han-Xiong]Department of System Engineering and Engineering Management, City University of Hong Kong, Hong Kong, Hong Kong
  • [ 13 ] [Li, Han-Xiong]State Key Laboratory of High Performance Complex Manufacturing, Central South University, Changsha; 410083, China

Reprint 's Address:

  • [gan, min]fujian provincial key laboratory of network computing and intelligent information processing, fuzhou university, fuzhou; 350116, china;;[gan, min]college of mathematics and computer science, fuzhou university, fuzhou; 350116, china;;[gan, min]center for discrete mathematics and theoretical computer science, fuzhou university, fuzhou; 99999, china;;[gan, min]key laboratory of spatial data mining and information sharing, ministry of education, fuzhou; 350116, china

Show more details

Related Keywords:

Related Article:

Source :

IEEE Transactions on Automatic Control

ISSN: 0018-9286

Year: 2019

Issue: 2

Volume: 64

Page: 526-537

5 . 6 2 5

JCR@2019

6 . 2 0 0

JCR@2023

ESI HC Threshold:150

CAS Journal Grade:2

Cited Count:

WoS CC Cited Count:

SCOPUS Cited Count:

ESI Highly Cited Papers on the List: 0 Unfold All

WanFang Cited Count:

Chinese Cited Count:

30 Days PV: 1

Affiliated Colleges:

Online/Total:119/10029176
Address:FZU Library(No.2 Xuyuan Road, Fuzhou, Fujian, PRC Post Code:350116) Contact Us:0591-22865326
Copyright:FZU Library Technical Support:Beijing Aegean Software Co., Ltd. 闽ICP备05005463号-1