IDENTIFICATION OF TIME-VARIANT CONTINUOUS SYSTEM BY A QUASI-NEWTON METHOD

查看全文 作　　者：YU Wenhuan (Department of Mathematics, Tianjin University, Tianjin 300072, China) 出　　处：《Journal of Systems Science & Complexity》索引2001年第14卷第3期,共10页 基　　金：This research is partially supported by the National Natural Science Foundation of China(No. 69774012). 摘　　要：A quasi-Newton method (QNM) for solving an unconstrained optimization problem in infinite dimensional spaces is presented in this paper. We apply the QNM algorithm to an identification problem for a nonlinear system of differential equations, that is, to identify the parameter vector q = q(t) appearing in the following system of differential equations, based on the measurement of the state , where is a measurement operator. We give two examples to show the algorithm. 关 键 词：QUASI-NEWTON method nonlinear SYSTEM of differential EQUATIONS time- VARIANT parameter CONTINUOUS-TIME SYSTEM linear rate of convergence.