Single-shooting homotopy method for parameter identification in dynamical systems

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Date

2012-03-02

Authors

Vyasarayani, Chandrika Prakash
Uchida, Thomas
McPhee, John

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American Physical Society

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.

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© American Physical Society. The original publication is available at: Vyasarayani, C. P., Uchida, T., & McPhee, J. (2012). Single-shooting homotopy method for parameter identification in dynamical systems. Physical Review E, 85(3). https://doi.org/10.1103/PhysRevE.85.036201

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