Using Levenberg-Marquardt method with matlab

Hi all, I have a question about the using of Levenberg-Marquardt method with matlab. In fact, I have the following system, and I aim to solve the minimization problem for the h function :
So, I can get the intial solution with the SVD method h0. Now I want to apply the Levenberg-Marquardt optimization ,then I define my objective function (1) and I got the (2) fucntion after some optimization :
So, how can I apply the Levenberg-Marquardt method to the second function (2) , that is to say how can I refine the solution by minimizing Eq (2) using L.M. with matlab??

Antworten (3)

Torsten
Torsten am 15 Mär. 2016

0 Stimmen

Any constraints on h ? If not, the obvious solution is h=0.
Best wishes
Torsten.
Mokhtar Bouain
Mokhtar Bouain am 15 Mär. 2016

0 Stimmen

Yes there is a constraint for h , ||h||2 = 1
Mokhtar Bouain
Mokhtar Bouain am 15 Mär. 2016

0 Stimmen

Any help please ?

2 Kommentare

Torsten
Torsten am 15 Mär. 2016
I don't understand why it should make a problem with objecive function (2) if you have a general Levenberg-Marquardt solver for equation (1).
Best wishes
Torsten.
Mokhtar Bouain
Mokhtar Bouain am 15 Mär. 2016
It's an optmimization for the intial solution h0

Melden Sie sich an, um zu kommentieren.

Gefragt:

am 15 Mär. 2016

Kommentiert:

am 15 Mär. 2016

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by