The extended Newton-Raphson minimization scheme ROBMIN
Define
the functions
Equation 1
and
Equation 2
The l is a generalization of the
Marquardt prameter discussed by Press under the
heading “Levenberg-Marquardt Method” in section 15.5 of the 1992 editionsection 14.4 of the 1986 edition. The Si's
are relative smoothers which measure the relative non-linearity of the various
parameters.
The
constants which minimize equation 2 are. These can be
inserted into equation 1 to find . Then the lambda can
be found for which .