sequential parameter estimation

Abstract

 Introduction Parameter estimation can generally be divided into batchwise parameter estimation (Batchwise Parameter Estimation) and sequential parameter estimation (Sequential Parameter Estimation). Usually what we refer to as parameter estimation is batch parameter estimation. That is, through experimental data and known mathematical models, the objective function is established, and the optimization calculation method is called. The parameters that make the objective function reach extremely small values ​​are the parameter estimates we seek. The characteristic of this method is that every known measured value is treated with equal weight. In other words, all measured values ​​are equally important. The second characteristic is that for known points in the entire interval, the number of times to calculate the objective function ranges from a few times to hundreds of times. That is to calculate the quantity phase