1. Recursive Variable Projection Algorithm for a Class of Separable Nonlinear Models.
- Author
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Gan, Min, Guan, Yu, Chen, Guang-Yong, and Chen, C. L. Philip
- Subjects
- *
ALGORITHMS , *SIGNAL processing , *SYSTEM identification , *PARAMETER estimation , *MACHINE learning , *RECURSION theory - Abstract
In this article, we study the recursive algorithms for a class of separable nonlinear models (SNLMs) in which the parameters can be partitioned into a linear part and a nonlinear part. Such models are very common in machine learning, system identification, and signal processing. Utilizing the special structure of the SNLMs, we propose a recursive variable projection (RVP) algorithm, in which at each recursion, the linear parameters of the model are eliminated, and the nonlinear parameters are updated by the recursive Levenberg–Marquart algorithm. Then, based on the updated nonlinear parameters, the linear parameters are updated by the recursive least-squares algorithm. According to a convergence analysis of the RVP algorithm, the parameter estimation error is mean-square bounded. Numerical examples confirm the satisfactory performance of the proposed algorithm. [ABSTRACT FROM AUTHOR]
- Published
- 2021
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