Adaptive nonlinear least-squares solution for constrained or unconstrained minimization problems (subprogram NLSOL)

1982 ◽  
Author(s):  
W.L. Anderson
2017 ◽  
Vol 70 (4) ◽  
pp. 810-828 ◽  
Author(s):  
Shuqiang Xue ◽  
Yuanxi Yang

Nonlinear least squares estimations have been widely applied in positioning. However, nonlinear least squares estimations are generally biased. As the Gauss-Newton method has been widely applied to obtain a nonlinear least squares solution, we propose an iterative procedure for obtaining unbiased estimations with this method. The characteristics of the linearization error are discussed and a systematic error source of the linearization error needs to be removed to guarantee the unbiasedness. Both the geometrical condition and the statistical condition for unbiased nonlinear least squares estimations are revealed. It is shown that for long-distance observations of high precision, or for a positioning configuration with the lowest Geometric Dilution Of Precision (GDOP), the nonlinear least squares estimations tend to be unbiased; but for short-distance cases, the bias in the nonlinear least squares solution should be estimated to obtain unbiased values by removing the bias from the nonlinear least squares solution. The proposed results are verified by the Monte Carlo method and this shows that the bias in nonlinear least squares solution of short-distance distances cannot be ignored.


2001 ◽  
Vol 09 (03) ◽  
pp. 899-910 ◽  
Author(s):  
LAURA CARCIONE ◽  
JOHN MOULD ◽  
V. PEREYRA ◽  
D. POWELL ◽  
G. WOJCIK

We describe a nonlinear least squares inversion algorithm for obtaining elastic and electromagnetic properties for piezoelectric materials from measured impedances. Richard Brent's PRAXIS, a general unconstrained minimization code is used for the nonlinear least squares fit. No explicit derivatives of the goal functional are required by this code. Bound constraints are imposed in order to limit the variability of the parameters to physically meaningful values. Since PRAXIS is an unconstrained optimization code, these constraints are introduced via a novel change of independent variables. The forward modeling is achieved by using a coupled finite element time domain code for the elastic and electro-magnetic parts of the problem. We also describe how a linearized sensitivity analysis can be used to suggest a priori which parameters can be calculated from impedances measured on a given sample. Numerical results are included.


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