Levenberg–Marquardt algorithm: Difference between revisions

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Frau Holle (talk | contribs)
Frau Holle (talk | contribs)
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becomes minimal.
 
The main application is in the least squares curve fitting problem: given a set of empirical data pairs (''xt''<sub>''i''</sub>,''y''<sub>''i''</sub>), optimize the parameters '''p''' of the model curve ''c''(''xt''|'''p''') so that the sum of the squares of the deviations
:''f''<sub>''i''</sub>('''p''')=''y''<sub>''i''</sub> - ''c''(''xt''<sub>''i''</sub>|'''p''')
becomes minimal.
 
(A word on notation: we avoid the letter ''x'' because it is used sometimes in the place of our ''p'', sometimes in the place of our ''t'').
 
== The solution ==