Direct and indirect least squares methods in continuous-time parameter estimation


-The discrete-time least squares approach is extended to the estimation of parameters in continuous nonlinear models. The resulting direct integral least squares (DILS) method is both simple and numerically efficient and it usually improves the mean-squared error of the estimates compared with the conventional indirect least squares (ILS) method. The… (More)
DOI: 10.1016/0005-1098(87)90027-6


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