Multiple shooting-local linearization method for the identification of dynamical systems

DOI10.1016/j.cnsns.2016.01.022zbMath1473.65086arXiv1507.00975OpenAlexW815236037MaRDI QIDQ2198902

F. Carbonell, J. C. Jimenez, Yasser Iturria-Medina

Publication date: 15 September 2020

Published in: Communications in Nonlinear Science and Numerical Simulation (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1507.00975

zbMATH Keywords

parameter estimationchaotic dynamicsnonlinear equationslocal linear approximationmultiple shootingline search algorithmgeneralized Gauss-Newton

Mathematics Subject Classification ID

Strange attractors, chaotic dynamics of systems with hyperbolic behavior (37D45) Numerical solution of inverse problems involving ordinary differential equations (65L09)

Related Items (2)

Efficient numerical pricing of American options based on multiple shooting method: a PDE approach ⋮ A partitioned quasi-likelihood for distributed statistical inference

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Locally linearized Runge Kutta method of Dormand and Prince
• Least squares parameter estimation in chaotic differential equations
• A higher order local linearization method for solving ordinary differential equations
• An efficient line search for nonlinear least squares
• A modified Newton method for the solution of ill-conditioned systems of nonlinear equations with application to multiple shooting
• Dynamic properties of the local linearization method for initial value problems.
• A numerical method for the computation of the Lyapunov exponents of nonlinear ordinary differential equations
• Parameter estimation of ODE's via nonparametric estimators
• Computing multiple integrals involving matrix exponentials
• Rate of convergence of local linearization schemes for initial-value problems
• The local linearization method for numerical integration of random differential equations
• Estimation of parameters in incomplete data models defined by dynamical systems
• Robust Estimation for Ordinary Differential Equation Models
• Numerical Discretization-Based Estimation Methods for Ordinary Differential Equation Models via Penalized Spline Smoothing with Applications in Biomedical Research
• Dynamical State and Parameter Estimation
• A Spline Least Squares Method for Numerical Parameter Estimation in Differential Equations
• Computing integrals involving the matrix exponential
• Expokit
• Line search algorithms with guaranteed sufficient decrease
• A Nonmonotone Line Search Technique and Its Application to Unconstrained Optimization
• NONLINEAR DYNAMICAL SYSTEM IDENTIFICATION FROM UNCERTAIN AND INDIRECT MEASUREMENTS
• Linear Least Squares with Bounds and Linear Constraints
• A Survey of the Maximum Principles for Optimal Control Problems with State Constraints
• Parameter Estimation for Differential Equations: a Generalized Smoothing Approach
• Construcción y estudio de códigos adaptativos de linealización local para ecuaciones diferenciales ordinarias
• Local Linearization Method for Numerical Integration of Delay Differential Equations
• On the Numerical Solution of Constrained Least-Squares Problems

This page was built for publication: Multiple shooting-local linearization method for the identification of dynamical systems