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Single-shooting homotopy method for parameter identification in dynamical systems
, T. Uchida, J. McPhee
Published in
2012
Volume: 85
   
Issue: 3
Abstract
An algorithm for identifying parameters in dynamical systems is developed in this work using homotopy transformations and the single-shooting method. The equations governing the dynamics of the mathematical model are augmented with observer-like homotopy terms that smooth the objective function. As a result, premature convergence to a local minimum is avoided and the obtained parameter estimates are globally optimal. Numerical examples are presented to demonstrate the application of the proposed approach to chaotic systems. © 2012 American Physical Society.
About the journal
JournalPhysical Review E - Statistical, Nonlinear, and Soft Matter Physics
ISSN15393755