Iterative Parameter Estimation Algorithm

An Iterative Parameter Estimation Algorithm is a Parameter Estimation Algorithm that is an Iterative Algorithm.

• Example(s):
  • a Gradient-based Iterative Estimation Algorithm.
• See: Iterative Parameter Estimation System, Iterative Parameter Estimation.

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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.,

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