Accession Number:

AD0770966

Title:

Topics in Model Building. Part II. On Nonlinear Least Squares.

Descriptive Note:

Technical rept.,

Corporate Author:

WISCONSIN UNIV MADISON DEPT OF STATISTICS

Personal Author(s):

• Box,G. E. P.
• Kansmasu,H.

Report Date:

1972-11-01

Pagination or Media Count:

46.0

Abstract:

Gauss suggested that, when the model is a nonlinear function of parameters, least square parameter estimates might be obtained by iterative linearization. To prevent difficulties in convergence, Levenberg, and later Marquardt, proposed a constrained minimization procedure. On critically examining this method with a linearly invariant metric for the parameters, the authors find this to be equivalent to a simple modification of the Gauss method which had been proposed earlier. Procedures to decide how far one should go along the Gauss solution vector are introduced which use only quantities already computed. Author

Descriptors:

• *LEAST SQUARES METHOD
• *ESTIMATES
• MATRICES(MATHEMATICS)
• NONLINEAR SYSTEMS
• APPROXIMATION(MATHEMATICS)
• MATHEMATICAL MODELS

Subject Categories:

• Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE