10.10 Comments and Discussion
279
Appendix: The Levenberg–Marquardt Parameter
in Least-Squares Problems
The objective function to be minimized is
Φ(p|Z) = |Z − g(p)|
2
+ λ|p − p|
2 ,
(10.15)
where λ is the Levenberg–Marquardt parameter. It stabilizes the solution by forcing
it to remain close to p, which is assumed to be known a priori. The degree
of ’closeness’ is determined by the magnitude of λ. The Levenberg–Marquardt
parameter is introduced in [111, p. 263].