The first ``statement of wishes'' is that the observational data should result from a linear interpolation
of the uniformly sampled
model space
; that is,
.Expressing this as a change
gives the fitting goal
in terms of the model change,
.The second wish is really an assertion
that a good way to find missing parts of a function
(the model space)
is to solve for the function and its PEF at the same time.
We are merging the fitting goal
(
) for irregularly sampled data with the fitting goal
(36) for finding the prediction-error filter.
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(43) |
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(44) |
Before you begin to use this nonlinear fitting goal,
you need some starting guesses for and
.The guess
is satisfactory (as explained later).
For the first guess of the filter, I suggest you load it up with
as I did for the examples here.