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How do I minimize a particular error function with lsqnonlin?

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Debdeeprc
Debdeeprc on 23 Feb 2021
Commented: Debdeeprc on 24 Feb 2021
Hello all,
I am trying to minimize the error function
E = abs(vecnorm(b_hat) - vecnorm(b_ref))
by solving for A and x in
b_hat = A * (b_raw - d)
where b_ref, b_raw and b_hat have dimensions of 3 x 100 (they are all 3 dimensional vectors, with 100 different values over time). A is a 3 x 3 matrix and d is a 3 x 1 vector. Only the values of b_raw and vecnorm(b_ref) are known to me. The correct values of A and d would help me to calculate b_hat, whose norm would be equal to that of b_ref. At the moment, I am solving them using lsqnonlin with the option 'trust-region-reflective', which helps me also to set up the upper and lower bounds, like this:
fun = @(x) abs(vecnorm([x(1) x(2) x(3); x(4) x(5) x(6); x(7) x(8) x(9)] * (b_raw - [x(10); x(11); x(12)])) - vecnorm(b_ref));
x0(1, 1:9) = [1 0 0 0 1 0 0 0 1];
x0(1, 10:12) = [0 0 0];
options = optimoptions('lsqnonlin');
options.Algorithm = 'trust-region-reflective';
lb = [0.8 -0.1 -0.1 -0.1 0.8 -0.1 -0.1 -0.1 0.8 -100000 -100000 -100000];
ub = [1.2 0.1 0.1 0.1 1.2 0.1 0.1 0.1 1.2 100000 100000 100000];
options.StepTolerance = 1e-10;
options.FunctionTolerance = 1e-10;
options.OptimalityTolerance = 1e-10;
options.MaxFunctionEvaluations = 1e10;
options.MaxIterations = 1e3;
[y, resnorm] = lsqnonlin(fun, x0, lb, ub, options);
A = [y(1) y(2) y(3);...
y(4) y(5) y(6);...
y(7) y(8) y(9)];
d = [y(10); y(11); y(12)];
Is there a better way to solve this? If I set the limits far-apart too much, the estimation of A and d becomes incorrect.
Thanks a lot!
  3 Comments
Debdeeprc
Debdeeprc on 23 Feb 2021
Hi Matt,
A is NOT a rotation matrix. It is more commonly referred to as a calibration matrix, whose diagonal terms scale the raw sensor values and the off-diagonal terms correct the orthogonality errors in the magnetic field sensor (sometimes cheaper sensors don't have their axes mutually perpendicular to one another). Actually, you can read more about this specific part under the section Correction Technique of https://www.mathworks.com/help/nav/ug/magnetometer-calibration.html
Thanks!

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Accepted Answer

Matt J
Matt J on 23 Feb 2021
Edited: Matt J on 24 Feb 2021
I don't see much that I think can be improved, except perhaps to formulate it so that your errors are differentiable - the lsqnonlin algorithms are generally driven by Jacobian calculations.
v_ref=vecnorm(b_ref).^2; %compute only once
B=[b_raw; -ones(1,100)]; %put into homogeneous form
fun = @(Ad) vecnorm(Ad*B).^2 - v_ref; %Use difference of vecnorm^2 for differentiability
options = optimoptions('lsqnonlin');
options.Algorithm = 'trust-region-reflective';
lb = [0.8 -0.1 -0.1 -0.1 0.8 -0.1 -0.1 -0.1 0.8 -100000 -100000 -100000];
ub = [1.2 0.1 0.1 0.1 1.2 0.1 0.1 0.1 1.2 100000 100000 100000];
options.StepTolerance = 1e-10;
options.FunctionTolerance = 1e-10;
options.OptimalityTolerance = 1e-10;
options.MaxFunctionEvaluations = 1e10;
options.MaxIterations = 1e3;
[Ad, resnorm] = lsqnonlin(fun, eye(3,4), lb, ub, options);
A=Ad(1:3,1:3);
d=Ad(:,4);
  1 Comment
Debdeeprc
Debdeeprc on 24 Feb 2021
Hi Matt,
Thanks a lot for your suggestions. I already see improvements in the results after implementing your suggestions, especially in cases where sufficient variation in vecnorm(b_ref) is not available. Using the difference of vecnorm^2 instead of vecnorm works better.
Have a great day,
Debdeep

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