LEVENBERG-MARQUARDT ALGORITHM FOR OPTIMIZATION OF MATHEMATICAL MODELS ACCORDING TO MINIMAX OBJECTIVE FUNCTION OF MEASUREMENT SYSTEMS

Abstract

The paper presents an application of Levenberg-Marquardt algorithm to parametric optimization of the minimax type of measurement systems. For the assumed objective function given by the integral square error, optimization of the third-order model is carried out and explained in detail. The optimiza tion procedure is realized in three stages. The optimization method presented in the paper can find broad application in the process of determining optimum models of systems, especially for those that operate in dynamic states.