ABSTRACT
The formulation of the parameter estimation problem is equally important to the actual solution of the problem (i.e., the determination of the unknown parameters). In the formulation of the parameter estimation problem we must answer two questions: (a) what type of mathematical model do we have? and (b) what type of objective function should we minimize? In this chapter we address both these questions. Although the primary focus of this book is the treatment of mathematical models that are nonlinear with respect to the parameters (nonlinear regression) consideration to linear models (linear regression) will also be given.
