AN EXTENDED MARQUARDT-TYPE PROCEDURE FOR FITTING ERROR-IN-VARIABLES MODELS Academic Article uri icon

abstract

  • The paper presents a simple derivation of the method of fitting nonlinear algebraic models where all variables are subject to error and improves the numerical efficiency of the algorithm. Including a known procedure for equilibrating balance equations and factorizing the weighting matrix, the classical Gauss-Marquardt method of estimating parameters in nonlinear models is shown to handle also the error-in-variables model, thereby extending the efficiency and robustness of Marquardt's compromise to this slightly more involved case. 1985.

published proceedings

  • COMPUTERS & CHEMICAL ENGINEERING

author list (cited authors)

  • VALKO, P., & VAJDA, S.

citation count

  • 48

complete list of authors

  • VALKO, P||VAJDA, S

publication date

  • January 1, 1987 11:11 AM