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Weighted nonlinear regression

Result description

Minimization of hte weighted nonlinear sum of squares of differences may be converted to the minimization of sum of squares. The Gauss-Newton method is recalled and the lenght of the step of the steepest descent method is determinated by substituting thesteepest descent direction in the Gauss-Newton formula. The existence of minimum is shown.

Keywords

weighted sum of squaresGauss-Newton methodsteepest descent

The result's identifiers

Alternative languages

  • Result language

    angličtina

  • Original language name

    Weighted nonlinear regression

  • Original language description

    Minimization of hte weighted nonlinear sum of squares of differences may be converted to the minimization of sum of squares. The Gauss-Newton method is recalled and the lenght of the step of the steepest descent method is determinated by substituting thesteepest descent direction in the Gauss-Newton formula. The existence of minimum is shown.

  • Czech name

    Vážená nelineární regrese

  • Czech description

    Minimalizace váženého nelineárního součtu čtverců rozdílů může být převedena na minimalizaci součtu čtverců. Připomeneme si Gaussovu-Newtonovu metodu a určíme délku kroku metody největšího spádu tak, že vložíme směr největšího spádu do Gaussova-Newtonovavzorce. Je ukázána existence minima.

Classification

  • Type

    Jx - Unclassified - Peer-reviewed scientific article (Jimp, Jsc and Jost)

  • CEP classification

    BB - Applied statistics, operational research

  • OECD FORD branch

Result continuities

  • Project

  • Continuities

    S - Specificky vyzkum na vysokych skolach

Others

  • Publication year

    2008

  • Confidentiality

    S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Data specific for result type

  • Name of the periodical

    Analysis in Theory and Applications

  • ISSN

    1672-4070

  • e-ISSN

  • Volume of the periodical

    24

  • Issue of the periodical within the volume

    4

  • Country of publishing house

    NL - THE KINGDOM OF THE NETHERLANDS

  • Number of pages

    6

  • Pages from-to

  • UT code for WoS article

  • EID of the result in the Scopus database

Basic information

Result type

Jx - Unclassified - Peer-reviewed scientific article (Jimp, Jsc and Jost)

Jx

CEP

BB - Applied statistics, operational research

Year of implementation

2008