Abstract: A method of parameter adaptation is used to modify the parameters of a model to improve model performance. The model separately estimates the contribution of each model parameter to the prediction error. It achieves this by transforming to the time-scale plane the vectors of output sensitivities with respect to model parameters and then identifying the regions within the time-scale plane at which the dynamic effect of individual model parameters is dominant on the output. The method then attributes the prediction error in these regions to the deviation of a single parameter from its true value as the basis of estimating individual parametric errors. The proposed Parameter Signature Isolation Method (PARSIM) then uses these estimates to adapt individual model parameters independently of the others, implementing, in effect, concurrent adaptation of individual parameters by the Newton-Raphson method in the time-scale plane.

Abstract: A method of parameter adaptation is used to modify the parameters of a model to improve model performance. The model separately estimates the contribution of each model parameter to the prediction error. It achieves this by transforming to the time-scale plane the vectors of output sensitivities with respect to model parameters and then identifying the regions within the time-scale plane at which the dynamic effect of individual model parameters is dominant on the output. The method then attributes the prediction error in these regions to the deviation of a single parameter from its true value as the basis of estimating individual parametric errors. The proposed Signature Isolation Method (PARSIM) then uses these estimates to adapt individual model parameters independently of the others, implementing, in effect, concurrent adaptation of individual parameters by the Newton-Raphson method in the time-scale plane.

Abstract: A method of parameter adaptation is used to modify the parameters of a model to improve model performance. The model separately estimates the contribution of each model parameter to the prediction error. It achieves this by transforming to the time-scale plane the vectors of output sensitivities with respect to model parameters and then identifying the regions within the time-scale plane at which the dynamic effect of individual model parameters is dominant on the output. The method then attributes the prediction error in these regions to the deviation of a single parameter from its true value as the basis of estimating individual parametric errors. The proposed Signature Isolation Method (PARSIM) then uses these estimates to adapt individual model parameters independently of the others, implementing, in effect, concurrent adaptation of individual parameters by the Newton-Raphson method in the time-scale plane.