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Simplification of quasilinearization method for parameter estimation
Author(s) -
Kalogerakis Nicolas,
Luus Rein
Publication year - 1983
Publication title -
aiche journal
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.958
H-Index - 167
eISSN - 1547-5905
pISSN - 0001-1541
DOI - 10.1002/aic.690290523
Subject(s) - estimation theory , mathematics , estimation , mathematical optimization , biological system , statistics , engineering , biology , systems engineering
An alternate development of the quasilinearization method for parameter estimation is presented to enable a more efficient implementation of the algorithm. Similarity of this algorithm to Gauss‐Newton method is shown and attention is given to systems having a nonlinear relationship between the observed and state variables. To overcome the problem of a small region of convergence, the use of direct search optimization is proposed for the first few iterations, followed by the simplified quasilinearization algorithm.