LevenbergMarquardt算法的一种新解释张鸿燕.pdfVIP

计算机工程与应用 ， （ ） 5 Computer Engineering and Applications 2009 45 19 Levenberg-Marquardt 算法的一种新解释 张鸿燕，耿 征 ， ZHANG Hong-yan GENG Zheng 中国科学院自动化研究所复杂系统与智能科学重点实验室，北京 100190 ， ， ， ， Key Laboratory of Complex Systems and Intelligence Science Institute of Automation CAS Beijing 100190 China ： E-mail qubitzhy@ ， ZHANG Hong -yan GENG Zheng.Novel interpretation for Levenberg -Marquardt algorithm.Computer Engineering and ， ， （）： Applications 2009 45 19 5-8. ： （ ） （ ） Abstract The Levenberg-Marquardt LM algorithm is closely related with the Least Squares LS approach.The Scaled Total （ ） ， （ ） Least Squares STLS approach is a unification and generalization of the LS Data Least Squares DLS and Total Least Squares （ ） ， ， TLS approaches but its relation with the LM algorithm is not clear.In this paper a STLS algorithm and its interpretations via subspace and topology are proposed.The relation of the STLS approach and the LM algorithm are explored by matrix ： decomposition and the results show that LS solutions are converted to STLS solutions when the damp factors are introduced.The robustness and convergence performance of the LM algorithm are reached by eliminating the noise subspace and controlling the condition number of the coefficient matrix.The capabilities in solving the over-parameterized problems of the LM algorithm are determined by the robustness of the STLS approach. ：