Numerical Methods for Estimating Parameters in Nonlinear Models with Errors in the Variables
From MaRDI portal
Publication:5185851
DOI10.2307/1270465zbMath0559.62052OpenAlexW4249621843MaRDI QIDQ5185851
Volker Tiller, Hubert Schwetlick
Publication date: 1985
Full work available at URL: https://doi.org/10.2307/1270465
Gauss-Newton methodorthogonal transformationsleast squares estimateserrors in the variablesMarquardt's method
Numerical smoothing, curve fitting (65D10) Numerical mathematical programming methods (65K05) General nonlinear regression (62J02) Probabilistic methods, stochastic differential equations (65C99)
Related Items (11)
On nonlinear weighted errors-in-variables parameter estimation problem in the three-parameter Weibull model ⋮ Algebraic connections between the least squares and total least squares problems ⋮ Total least squares fitting Michaelis--Menten enzyme kinetic model function ⋮ Modelling and optimization of the Gosau hydro electric power system ⋮ Total least squares fitting Bass diffusion model ⋮ On the solution of the errors in variables problem using the \(l_ 1\) norm ⋮ On nonlinear weighted total least squares parameter estimation problem for the three-parameter Weibull density ⋮ Problems in estimating dynamics from data ⋮ Existence results for special nonlinear total least squares problem ⋮ A review of existence criteria for parameter estimation of the Michaelis-Menten regression model ⋮ Discrete total \({\l}_p\)-norm approximation problem for the exponential function
This page was built for publication: Numerical Methods for Estimating Parameters in Nonlinear Models with Errors in the Variables