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
fDate :
4/1/1993 12:00:00 AM
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;
Journal_Title :
Signal Processing, IEEE Transactions on