Title :
Calculation of derivatives for parameter estimation
Author_Institution :
University of New South Wales, School of Electrical Engineering, Kensington, Australia
Abstract :
A recent letter presents a simple method for the computation of the approximate Hessian ¿{¿¿k(¿)/¿¿}{¿¿k(¿)/¿¿}T of a cost function of the form ¿¿¿k2(¿), where ¿ is an m-dimensional vector of parameters. In this letter, it is pointed out that the method is applicable to more general cost functions of the form ¿Lk(¿), e.g. the quadratic form ¿¿vkT(¿) Q-1 vk(¿), where vk is an l-dimensional vector. Estimation of the initial state is readily included within the same framework.
Keywords :
differentiation; estimation theory; approximate Hessian of cost function computation; calculation of derivatives; differentiation; estimation theory; initial state estimation; parameter estimation;
Journal_Title :
Electronics Letters
DOI :
10.1049/el:19710503
