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Efficient variable-metric method for obtaining estimates of the parameters of a dynamic model

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2 Author(s)
Stott, S.L. ; Hatfield Polytechnic, School of Information Sciences, Hatfield, UK ; James, L.

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.

Published in:

Electronics Letters  (Volume:11 ,  Issue: 14 )