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Parameter estimation method based on parameter function surface

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Abstract

By analyzing the structure of the objective function based on error sum of squares and the information provided by the objective function, the essential problems in the current parameter estimation methods are summarized: (1) the information extracted from the objective function based on error sum of squares is unreasonable or even wrong for parameter estimation; and (2) the surface of the objective function based on error sum of squares is more complex than that of the parameter function, which indicates that the optimal parameter values should be searched on the surface of the parameter function instead of the objective function. This paper proposes the concept of sample intersection and demonstrates the uniqueness theorem of intersection point (namely the uniqueness of optimal parameter values). According to the characteristics of parameter function surface and Taylor series expansion, a parameter estimation method based on the sample intersection information extracted from parameter function surface (PFS method) was constructed. The results of theoretical analysis and practical application show that the proposed PFS method can avoid the problems in the current automatic parameter calibration, and has fast convergence rate and good performance in parameter calibration.

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Correspondence to XiaoQin Zhang.

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Bao, W., Zhang, X. & Zhao, L. Parameter estimation method based on parameter function surface. Sci. China Technol. Sci. 56, 1485–1498 (2013). https://doi.org/10.1007/s11431-013-5224-3

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