The Quasilinearization Method and its Simplification

An estimate ky of the unknown parameter vector is available at the j,h iteration. Equation 6.1 then becomes 

Using the parameter estimate k +1) from the next iteration we obtain from Equation 6.1 

By using a Taylor series expansion on the right hand side of Equation 6.72 and keeping only the linear terms we obtain the following equation 

The above equation is linear in x(iM) and k 0. Integration of Equation 6.72 will result in the following equation 

Equation 6.74 is differentiated and the RHS of the resultant equation is equated with the RHS of Equation 6.73 to yield 

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