Kaplan, Sargent and Goodman 
to make the Uj; vanish by an iteration procedure. Considering the 
increment in Uj; caused by the incrementin Yj; , from (8) there 
is obtained 
6U. = w >y Y(t) oY, (t_) tees (10) 
in order for each ys and hence §€ to vanish the condition 
ou, = sae (11) 
must be imposed. Upon substituting (6) into (10) and interchanging 
the order of summations there is finally obtained 
scat = al 
Equations (8) with Y = Y*, together with Equations (11) and (12), 
constitute n simultaneous linear algebraic equations for the n 
unknowns 6c; . Upon adding the incremental values to the estimated 
values of c; , improved estimates of the c, are obtained, and the 
procedure is then repeated until convergence is achieved. 
A modification of the above algorithm which at times is 
found to be useful is to introduce some or all of the b's into the 
right hand sides of Equations (1) and (6) in place of the respective 
y*'s. 
A digital computer program for the above procedure was 
established, and various guidelines evolved for its effective use. 
One of the problems associated with an iterative procedure is to 
achieve convergence, and this depends upon the compatibility bet- 
ween the mathematical model and the actual physical system as well 
as the ''quality'' of the initial guess of the unknown parameters. Even 
when these conditions are satisfied there are often cases where con- 
vergence does not readily follow, and different strategies are used. 
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