• DocumentCode
    894645
  • Title

    Full Newton and constraint methods for semilinear signal modeling

  • Author

    Ainsleigh, Phillip L. ; George, James D.

  • Author_Institution
    US Naval Res. Lab., Orlando, FL, USA
  • Volume
    41
  • Issue
    4
  • fYear
    1993
  • fDate
    4/1/1993 12:00:00 AM
  • Firstpage
    1689
  • Lastpage
    1692
  • Abstract
    The authors derive an expression for the Hessian matrix of the variable projection functional (VPF) and implement the Hessian using QR factorization. This is incorporated into a full Newton variable projection (FNVP) algorithm for estimating parameters in semilinear signals. They introduce a deflation technique for constraining the VPF to contain known basis vectors. For modeling exponential signals, the computational cost of the FNVP algorithm is shown to vary linearly with N, the size of the data vector, while other algorithms vary as N2 or N log 2 N
  • Keywords
    matrix algebra; signal processing; Hessian matrix; QR factorization; basis vectors; computational cost; constraint methods; data vector; deflation technique; exponential signals; full Newton method; full Newton variable projection; parameter estimation; semilinear signal modeling; variable projection functional; Acoustic noise; Computational efficiency; Filters; Gaussian noise; Laboratories; Maximum likelihood estimation; Newton method; Null space; Parameter estimation; White noise;
  • fLanguage
    English
  • Journal_Title
    Signal Processing, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    1053-587X
  • Type

    jour

  • DOI
    10.1109/78.212745
  • Filename
    212745