Title :
Calculation of derivatives for parameter estimation
Author_Institution :
Imperial College, Department of Computing & Control, London, UK
Abstract :
The letter presents a simple method for the computation of the approximate Hessian ¿{¿¿k(¿¿)/¿¿}{¿¿k(¿¿)/¿¿}T of a cost function of the form ¿¿¿k2(¿), where ¿ is an m-dimensional vector of parameters. The method has application to parameter-estimation problems.
Keywords :
differentiation; estimation theory; approximate Hessian; calculation of derivatives; cost function; differentiation; parameter estimation;
Journal_Title :
Electronics Letters
DOI :
10.1049/el:19710286
