A doubly relaxed minimal-norm Gauss-Newton method for nonlinear least-squares
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When a physical system is modeled by a nonlinear function, the unknown parameters can be estimated by fitting experimental observations by a least-squares approach. Newton's method and its variants are often used to solve problems of this type. In this paper, we are concerned with the computation of the minimal-norm solution to an underdetermined nonlinear least-squares problem. We present a Gauss-Newton type method, which relies on two relaxation parameters to ensure convergence, and which incorporates a procedure to dynamically estimate the two parameters during iteration, as well as the rank of the Jacobian matrix. Numerical results are presented.
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