Using Levenberg-Marquardt method with matlab

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Mokhtar Bouain
Mokhtar Bouain 2016-3-15
评论： Mokhtar Bouain 2016-3-15
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??

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回答（3 个）

Torsten
Torsten 2016-3-15
Any constraints on h ? If not, the obvious solution is h=0.
Best wishes
Torsten.
Mokhtar Bouain
Mokhtar Bouain 2016-3-15
Yes there is a constraint for h , ||h||2 = 1
Mokhtar Bouain
Mokhtar Bouain 2016-3-15
Any help please ?
  2 个评论
Torsten
Torsten 2016-3-15
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 2016-3-15
It's an optmimization for the intial solution h0

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