Non-linear least-squares parameter estimation methods {Levenberg-Marquardt method} {Marquardt method} can generalize normal-equations method to find minimum and avoid steepest-descent and inverse-Hessian extremes.
Taking gradient by differentiating eliminates equation constants and so cannot calculate equation-constant magnitude. However, Hessian-matrix components can indicate constant magnitude.
Using scale factor can transform matrix into diagonally dominant matrix. After finding minimum, set scale factor to zero, and compute estimated fitted-parameter standard-error covariance matrix.
Mathematical Sciences>Calculus>Analysis>Method
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Date Modified: 2022.0224