Title :
Efficient variable-metric method for obtaining estimates of the parameters of a dynamic model
Author :
Stott, S.L. ; James, Lam
Author_Institution :
Hatfield Polytechnic, School of Information Sciences, Hatfield, UK
Abstract :
Presented in the letter is an efficient method of estimating the parameters of a dynamic model. This is based on a generalised least-squares formulation of the problem, coupled with the use of a variable-metric numerical optimisation routine.
Keywords :
identification; least squares approximations; modelling; dynamic model; least squares formulation; parameter estimation; variable metric numerical optimisation;
Journal_Title :
Electronics Letters
DOI :
10.1049/el:19750235