Gauss-Newton Method for System Identification

  • Robert Kalaba
  • Karl Spingarn
Part of the Mathematical Concepts and Methods in Science and Engineering book series (MCSENG)


The unknown system parameters are estimated using least-squares methods (References 1–16). When the measurements are linear in the parameters to be estimated, the least-squares estimates of constant unknown parameters can be obtained using a one-step procedure. No a priori estimates of the unknown parameters are required. For dynamic systems with measurements nonlinear in the parameters, such as those of interest in this text, iterative methods are required as well as initial estimates of the unknown parameters.


Unknown Parameter Iteration Equation Unknown Initial Condition Positive Definite Weighting Unknown System Parameter 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.


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Copyright information

© Plenum Press, New York 1982

Authors and Affiliations

  • Robert Kalaba
    • 1
  • Karl Spingarn
    • 2
  1. 1.University of Southern CaliforniaLos AngelesUSA
  2. 2.Hughes Aircraft CompanyLos AngelesUSA

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