Vyasarayani, C P and Uchida, T and McPhee, J
(2012)
Single-shooting homotopy method for parameter identification in dynamical systems.
Physical Review E, 85 (3).
036201-1.
ISSN 1539-3755
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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