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A nonlinear counterexamle for batch and extended sequential estimation algorithms

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1 Author(s)
Fang, B. ; Washington Analytic Services Center, Inc., Riverdale, MD, USA

A simple nonlinear example is presented which shows the well-known iterated batch least-squares and extended sequential estimation algorithms may converge to different estimates. For this example one may even say the extended sequential algorithms converge to the wrong value.

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Automatic Control, IEEE Transactions on  (Volume:21 ,  Issue: 1 )