Estimation of Parameters of Nonlinear Models Using the Grid Method Involving Apriori Information About Node Weights

Abstract

An approach is proposed to reduce systematic error that arises in nonlinear problems of estimating parameters due to inaccurate selection of the boundaries of intervals for constructing a grid. It is shown that the choice of boundaries is hampered by the small number of available measurements and their low accuracy. An increase in the accuracy of the required parameter estimates is achieved by involving apriori information on the probabilities pertaining to the grid nodes at the edges of intervals, in order to correct the aposteriori probabilities obtained according to the grid method.