2.1.4 Parameters Constraints



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2.1.4 Parameters Constraints

  To avoid deviations outside the expected range of the parameters during the initial stages of the solution, linear interval inequality constraints of the form:

are enforced on the parameters. In the above equation L and U are vectors of lower and upper bounds on each of the model parameters. The constraints are incorporated into the Levenberg-Marquardt algorithm using a simple technique based on the concept of active constraints [25]. A constraint becomes active if it is violated when the parameters are updated (i.e. if or if ). It remains active as long as the negative gradient direction is pointing away from the feasible region. The parameters corresponding to the set of active constraints are not allowed to change by enforcing that . This is accomplished by removing the appropriate equations from the linear system of (2.26).


Martin Stiftinger
Tue Aug 1 19:07:20 MET DST 1995