A Combined Homotopy‐Optimization Approach to Parameter Identification for Dynamical Systems

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.