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Equivalence to Gauss-Newton Method

If we compare Equations 6.79 and 6.11 we notice that the only difference between the quasilinearization method and the Gauss-Newton method is the nature of the equation that yields the parameter estimate vector k(l+l). If one substitutes Equation 6.81 into Equation 6.79 obtains the following equation [Pg.114]

By taking the last term on the right hand side of Equation 6.83 to the left hand side one obtains Equation 6.11 that is used for the Gauss-Newton method. Hence, when the output vector is linearly related to the state vector (Equation 6.2) then the simplified quasilinearization method is computationally identical to the Gauss-Newton method. [Pg.114]

Kalogerakis and Luus (1983b) compared the computational effort required by Gauss-Newton, simplified quasilinearization and standard quasilinearization methods. They found that all methods produced the same new estimates at each iteration as expected. Furthermore, the required computational time for the Gauss-Newton and the simplified quasilinearization was the same and about 90% of that required by the standard quasilinearization method. [Pg.114]


See other pages where Equivalence to Gauss-Newton Method is mentioned: [Pg.114]    [Pg.15]    [Pg.135]   


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