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A Combined Homotopy‐Optimization Approach to Parameter Identification for Dynamical Systems
Author(s) -
Schäfer Kai,
Flaßkamp Kathrin,
Fliege Jörg,
Büskens Christof
Publication year - 2019
Publication title -
pamm
Language(s) - English
Resource type - Journals
ISSN - 1617-7061
DOI - 10.1002/pamm.201900266
Subject(s) - maxima and minima , homotopy , homotopy analysis method , identification (biology) , nonlinear system , mathematical optimization , series (stratigraphy) , computer science , mathematics , homotopy perturbation method , mathematical analysis , physics , botany , pure mathematics , biology , paleontology , quantum mechanics
When applying the single shooting approach to solve nonlinear dynamic parameter identification problems, difficulties like undesired minima can occur. To circumvent this, we apply a homotopy continuation to find global minima. In contrast to the literature, we reduce the resulting series of optimization problems to a single one which leads us to the opportunity to compute homotopy paths in a more efficient way. We demonstrate our method with the help of a numerical example.