Analysis of the coupling relationship between system identification and optimization for different classes of problems reveals several approaches for the joint problem formulation and a solution of the static identification-optimization problem via a multilevel optimization technique.
Summary--Two important areas in systems engineering are process identification and optimization. The optimization problem depends on a mathematical model which in turn is determined by the identification procedure. Each of these problems is computationally difficult, a feature which has led to separate treatment in the literature.
This paper attempts to examine the interdependence of these two problems and to develop an iterative computational approach for solving the joint problem which actually arises in practice; namely, the optimization of a plant whose parameters are in fact unknown. An integrated formulation of the two problems based on the theory of multilevel optimization exploits the mathematical similarity of the two problems. Several methods of decomposing the integrated problem into subsystems representing the optimization and identification problems are derived. An example problem is solved and computational results are presented.