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Iterative parameter identification methods for nonlinear functions. (English) Zbl 1246.93114

Summary: This paper considers identification problems of nonlinear functions fitting or nonlinear systems modelling. A gradient based iterative algorithm and a Newton iterative algorithm are presented to determine the parameters of a nonlinear system by using the negative gradient search method and Newton method. Furthermore, two model transformation based iterative methods are proposed in order to enhance computational efficiencies. By means of the model transformation, a simpler nonlinear model is achieved to simplify the computation. Finally, the proposed approaches are analyzed using a numerical example.

MSC:

93E11 Filtering in stochastic control theory
65K05 Numerical mathematical programming methods
93B30 System identification
41A05 Interpolation in approximation theory
65H05 Numerical computation of solutions to single equations
65J22 Numerical solution to inverse problems in abstract spaces
90C90 Applications of mathematical programming
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