PMID: 22587155May 17, 2012Paper

Single-shooting homotopy method for parameter identification in dynamical systems

Physical Review. E, Statistical, Nonlinear, and Soft Matter Physics
C P VyasarayaniJohn McPhee

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.

References

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