GFIT

GFIT -- Generalized quadratic approximation of functions under constraints. A method and a program are described for the minimization of a function of the following type Σ x w(x){y(x)-f(x,p)} 2 , where f(x,p) is a regression, nonlinear with respect to the parameter p, and satisfying some additional condition, given by a constraint r(f(x,p))=0. The problem is solved using a special recalculation of the weight function w(x) so that this constraint is taken into account. The method is the most appropriate and efficient for the solution of problems of decompositional filtering of data (function decomposition, robust regression analysis etc.).

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References in zbMATH (referenced in 1 article , 1 standard article )

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  1. Zlokazov, V.B.: GFIT -- Generalized quadratic approximation of functions under constraints (1989)