Iterative Parameter Estimation Algorithm
(Redirected from Iterative Estimation Algorithm)
Jump to navigation
Jump to search
An Iterative Parameter Estimation Algorithm is a Parameter Estimation Algorithm that is an Iterative Algorithm.
- Example(s):
- See: Iterative Parameter Estimation System, Iterative Parameter Estimation.
References
2010
- (Zhang et al., 2011) ⇒ Zhening Zhang, Feng Ding, and Xinggao Liu. (2011). “Hierarchical Gradient based Iterative Parameter Estimation Algorithm for Multivariable Output Error Moving Average Systems." Computers & Mathematics with Applications 61, no. 3
- QUOTE: According to the hierarchical identification principle, a hierarchical gradient based iterative estimation algorithm is derived for multivariable output error moving average systems (i.e., multivariable OEMA-like models) which is different from multivariable CARMA-like models. As there exist unmeasurable noise-free outputs and unknown noise terms in the information vector / matrix of the corresponding identification model, this paper is, by means of the auxiliary model identification idea, to replace the unmeasurable variables in the information vector / matrix with the estimated residuals and the outputs of the auxiliary model. A numerical example is provided.
1988
- (Bates & Watts, 1988) ⇒ Douglas M. Bates, and Donald G. Watts. (1988). “Nonlinear Regression: Iterative Estimation and Linear Approximations." John Wiley & Sons, Inc.,