A parameter estimation method for systems of rational functions
β Scribed by S.D. Dimitrov; D.I. Kamenski
- Publisher
- Elsevier Science
- Year
- 1995
- Tongue
- English
- Weight
- 281 KB
- Volume
- 19
- Category
- Article
- ISSN
- 0098-1354
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Nine digital algorithms-five linear least-squares type, two stochastic approximation and two hill climbing-for estimating the parameters of discrete systems have been compared when applied to a second-order system having a stochastic input and output. Results are tabulated on the performance of the
## Abstract An alternate development of the quasilinearization method for parameter estimation is presented to enable a more efficient implementation of the algorithm. Similarity of this algorithm to GaussβNewton method is shown and attention is given to systems having a nonlinear relationship betw