✦ LIBER ✦

A DIRECT APPROACH TO IDENTIFICATION OF NONLINEAR DIFFERENTIAL MODELS FROM DISCRETE DATA

✍ Scribed by D. COCA; S.A. BILLINGS

Publisher: Elsevier Science
Year: 1999
Tongue: English
Weight: 212 KB
Volume: 13
Category: Article
ISSN: 0888-3270
DOI: 10.1006/mssp.1999.1230

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✦ Synopsis

The paper introduces a direct approach to the identi"cation of non-linear di!erential equations from noisy input/output data. Both the parameter estimation and the structure determination problems are addressed. Central to the proposed methodology are two algorithms, a numerical di!erentiation algorithm involving "xed interval Kalman smoothing and an orthogonal regression routine used to perform model structure selection. The applicability of the identi"cation procedure, which unlike most previous algorithms is not restricted to a special class of non-linear systems, is demonstrated using simulated and experimental noise corrupted data.

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