A Generalized Variable Projection Algorithm for Least Squares Problems in Atmospheric Remote Sensing
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| Format: | Preprint |
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2024
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| author | Bärligea, Adelina Hochstaffl, Philipp Schreier, Franz |
| author_facet | Bärligea, Adelina Hochstaffl, Philipp Schreier, Franz |
| contents | This paper presents a solution for efficiently and accurately solving separable least squares problems with multiple datasets. These problems involve determining linear parameters that are specific to each dataset while ensuring that the nonlinear parameters remain consistent across all datasets. A well-established approach for solving such problems is the variable projection algorithm introduced by Golub and LeVeque, which effectively reduces a separable problem to its nonlinear component. However, this algorithm assumes that the datasets have equal sizes and identical auxiliary model parameters. This article is motivated by a real-world remote sensing application where these assumptions do not apply. Consequently, we propose a generalized algorithm that extends the original theory to overcome these limitations. The new algorithm has been implemented and tested using both synthetic and real satellite data for atmospheric carbon dioxide retrievals. It has also been compared to conventional state-of-the-art solvers, and its advantages are thoroughly discussed. The experimental results demonstrate that the proposed algorithm significantly outperforms all other methods in terms of computation time, while maintaining comparable accuracy and stability. Hence, this novel method can have a positive impact on future applications in remote sensing and could be valuable for other scientific fitting problems with similar properties. |
| format | Preprint |
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arxiv_https___arxiv_org_abs_2401_02301 |
| institution | arXiv |
| publishDate | 2024 |
| record_format | arxiv |
| spellingShingle | A Generalized Variable Projection Algorithm for Least Squares Problems in Atmospheric Remote Sensing Bärligea, Adelina Hochstaffl, Philipp Schreier, Franz Numerical Analysis Earth and Planetary Astrophysics Instrumentation and Methods for Astrophysics Atmospheric and Oceanic Physics 01-08, 65K10, 65D10, 15A29 This paper presents a solution for efficiently and accurately solving separable least squares problems with multiple datasets. These problems involve determining linear parameters that are specific to each dataset while ensuring that the nonlinear parameters remain consistent across all datasets. A well-established approach for solving such problems is the variable projection algorithm introduced by Golub and LeVeque, which effectively reduces a separable problem to its nonlinear component. However, this algorithm assumes that the datasets have equal sizes and identical auxiliary model parameters. This article is motivated by a real-world remote sensing application where these assumptions do not apply. Consequently, we propose a generalized algorithm that extends the original theory to overcome these limitations. The new algorithm has been implemented and tested using both synthetic and real satellite data for atmospheric carbon dioxide retrievals. It has also been compared to conventional state-of-the-art solvers, and its advantages are thoroughly discussed. The experimental results demonstrate that the proposed algorithm significantly outperforms all other methods in terms of computation time, while maintaining comparable accuracy and stability. Hence, this novel method can have a positive impact on future applications in remote sensing and could be valuable for other scientific fitting problems with similar properties. |
| title | A Generalized Variable Projection Algorithm for Least Squares Problems in Atmospheric Remote Sensing |
| topic | Numerical Analysis Earth and Planetary Astrophysics Instrumentation and Methods for Astrophysics Atmospheric and Oceanic Physics 01-08, 65K10, 65D10, 15A29 |
| url | https://arxiv.org/abs/2401.02301 |