Single-shooting homotopy method for parameter identification in dynamical systems
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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.
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Chandrika Prakash Vyasarayani, Thomas Uchida, John McPhee (2012). Single-shooting homotopy method for parameter identification in dynamical systems. UWSpace. http://hdl.handle.net/10012/11521