nonlinear parameter estimation an integrated system in basic

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1、JohnC.NashMaryWalker-SmithFacultyofAdministrationGeneralManagerUniversityofOttawaNashInformationServicesInc.TABLEOFCONTENTSNONLINEARPARAMETERESTIMATION:anIntegratedSysteminBASICCopyright©1986,1995byNashInformationServicesInc.373LaurierAvenueE,Ottawa,Ontario,K1N8

2、X6ISBN0-88769-009-2PrefaceviiiNotationxiOriginallypublishedin1987byMarcelDekkerInc.,NewYork,Chapter1:OverviewandPurpose11-0Beginnings1underISBN0-8247-7819-71-1HistoryandMotivations1ThiseditionofNonlinearParameterEstimation:anIntegratedSystem1-2Purposes7inBASICis

3、madeavailableelectronicallyinordertoprovidethe1-3ClassicProblems12materialtointerestedreaders.Thetexthasbeenkeptasclosetothe1-4LandmarksinNonlinearEstimationMethods15originalaspossible,exceptforcorrectionofknownerrorsandminor1-5StatisticalApproaches19adjustments

4、tofitthedual-pageformatchosentominimizepaperuse.1-6SoftwareApproaches23Wecanbecontactedasfollows:1-7CharacterizationofProblems25ElectronicmailtoMaryNash:mnash_at_nashinfo.com1-8OutlineofIntentions30Telephone:(613)2366108[WedoNOTreturnlong-distancecallsnoracceptC

5、hapter2:ExamplesofNonlinearParameterEstimationcollectcallsexceptwheretherearepriorarrangements.]Problems33Electronicmailisourpreferredmethodofcommunication.2-0Examples--anOverview33JohnC.Nash,April20042-1GrowthandDecayModels342-2EquilibriumModelsinSciencesandEng

6、ineering422-3MaximumLikelihoodEstimation442-4RobustEstimationTechniques45JCNash&MWalker-Smith,NonlinearParameterEstimation:AnIntegratedSysteminBASICCopyright©1987,1995NashInformationServicesInc.,373LaurierAvenueE,#903,Ottawa,Ontario,K1N8X6www.nashinfo.comTableof

7、ContentsiiiivTableofContents2-5ConstraintsIntroducingNonlinearity467-3MasksandBounds1422-6LossFunctionsWhichareSumsofSquares487-4AGeneralParameterStepAlgorithm1447-5FiniteDifferenceApproximationoftheGradient145Chapter3:ExploringtheProblem533-0Overview--Propertie

8、sofProblems53Chapter8:TheConjugateGradientsMethod1493-1TheFunctionanditsScaling548-0Overview--ConjugateGradients1493-2IncludingConstraints588-1ConjugateGradientSource