DocumentCode
962910
Title
Calculation of derivatives for parameter estimation
Author
Mayne, D.Q.
Author_Institution
Imperial College, Department of Computing & Control, London, UK
Volume
7
Issue
15
fYear
1971
Firstpage
425
Lastpage
426
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;
fLanguage
English
Journal_Title
Electronics Letters
Publisher
iet
ISSN
0013-5194
Type
jour
DOI
10.1049/el:19710286
Filename
4244890
Link To Document