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Recent Developments in Least Squares Model Fitting

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Underwater Acoustics and Signal Processing

Part of the book series: NATO Advanced Study Institutes Series ((ASIC,volume 66))

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Abstract

This paper discusses least squares fitting of models nonlinear in one or more parameters to observations disturbed by errors. In the first part of the paper for stochastic errors asymptotic properties of the least squares parameter estimates are reviewed. Modern numerical methods especially developed for nonlinear least squares model fitting are discussed next. More in detail the second part of the paper describes structural changes the nonlinear least squares criterion may undergo under the influence of random or systematic errors, with small numbers of observations in particular. Consequences of this structural change are discussed.

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© 1981 D. Reidel Publishing Company

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van den Bos, A. (1981). Recent Developments in Least Squares Model Fitting. In: Bjørnø, L. (eds) Underwater Acoustics and Signal Processing. NATO Advanced Study Institutes Series, vol 66. Springer, Dordrecht. https://doi.org/10.1007/978-94-009-8447-9_34

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  • DOI: https://doi.org/10.1007/978-94-009-8447-9_34

  • Publisher Name: Springer, Dordrecht

  • Print ISBN: 978-94-009-8449-3

  • Online ISBN: 978-94-009-8447-9

  • eBook Packages: Springer Book Archive

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