Title :
A nonlinear counterexamle for batch and extended sequential estimation algorithms
Author :
Fang, Bertrand T.
Author_Institution :
Washington Analytic Services Center, Inc., Riverdale, MD, USA
fDate :
2/1/1976 12:00:00 AM
Abstract :
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.
Keywords :
Least-squares estimation; Nonlinear systems; Sequential estimation; Convergence; Data processing; Equations; Extraterrestrial measurements; Minimization methods; Newton method; Noise level; Orbits; Recursive estimation; Satellites;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.1976.1101158
