lm算法求解大残差非线性最小二乘问题研究 study of solving nonlinear least squares under large residual based on levenberg-marquardt algorithm.pdfVIP

第42卷第3期 中国测试 Vol.42 No.3 2016年3月 CHINA MEASUREMENT TEST March，2016 doi院10.11857/j.issn.1674-5124.2016.03.003 LM算法求解大残差非线性最小二乘问题研究 1 1 2 祝 强 袁 李少康 袁 徐 臻 （1.西安工业大学测试与控制技术研究所，陕西 西安 710021；2.西安共达精密机器有限公司，陕西 西安 710075） 摘 要院针对传统LM算法求解大残差非线性最小二乘问题时存在算法失效的现象袁分析Hessian矩阵与其近似矩阵 的相似度对LM算法有效性的影响袁提出一种依据残差变化方向搜索信赖域区间的自寻优LM算法遥优化阻尼系数的 更新算法袁引入大残差引起的局部不收敛判断条件袁以最速下降法结束当前迭代遥 迭代过程均以目标函数值的减小作 为接受条件袁算法稳定可靠遥 圆拟合测试结果证明:自寻优LM算法对待求参数初始值的选取不敏感袁在 15毅夹角短圆 弧尧大残差等极端条件下仍可获得较快的收敛速度和良好拟合效果遥 自寻优LM算法具有较强的鲁棒性和稳定性袁性 能明显优于传统LM算法遥 关键词院LM算法；高斯牛顿法；最小二乘；残差 文献标志码院A 文章编号院1674-5124渊2016冤03-0012-05 Study of solving nonlinear least squares under large residual based on Levenberg-Marquardt algorithm 1 1 2 ZHU Qiang ，LI Shaokang ，XU Zhen （1.Institute of Measurement and Control Technology，Xi’an Technological University，Xi’an 710021，China； 2.Xi’an GongDa Precision Machine Co.，Ltd.，Xi’an 710075，China） Abstract: The traditional Levenberg-Marquardt algorithm (LM algorithm) is always invalid in solving large residual nonlinear least squares problems. Thus, how the similarity between Hessian matrix and its approximate matrix influences the effectiveness of the traditional LM algorithm is analyzed. And a self-optimizing LM algorithm that the residual changing direction is used to search for trust-region intervals is proposed. The updating algorithm of damping coefficient is improved; A judging condition is introduced to solve the local divergence caused by large