NONLINEAR PARAMETER ESTIMATION BY THE POINT-MASS METHOD TAKING INTO ACCOUNT CORRELATION OF PARTICULAR ESTIMATES

摘要

A novel solution to the problem of estimating nonlinear parameters is presented. The peculiarity of this problem is that the arguments of a nonlinear function comprise not only the measurement data and required parameters, but also supplementary parameters. Although supplementary parameters are a priori unknown, they are necessary for obtaining optimal estimates of the required parameters, which is carried out according to the point-mass method as a weighted sum of partial estimates obtained for the specified values of supplementary parameters. The considered solution allows priori probabilities for supplementary parameters to be rejected by taking into account additional covariance of weighting coefficients and (or) specified partial estimates. The described approach is effective in solving specified nonlinear estimation problems characterized by low accuracy of available measurement data and (or) their few number.