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Spectral Collocation-Based Optimization in Parameter Estimation for Nonlinear Time-Varying Dynamical Systems

[+] Author Affiliations
Venkatesh Deshmukh

Villanova University, Villanova, PA

Paper No. DETC2007-35262, pp. 853-862; 10 pages
  • ASME 2007 International Design Engineering Technical Conferences and Computers and Information in Engineering Conference
  • Volume 5: 6th International Conference on Multibody Systems, Nonlinear Dynamics, and Control, Parts A, B, and C
  • Las Vegas, Nevada, USA, September 4–7, 2007
  • Conference Sponsors: Design Engineering Division and Computers and Information in Engineering Division
  • ISBN: 0-7918-4806-X | eISBN: 0-7918-3806-4
  • Copyright © 2007 by ASME


A constructive optimization algorithm using Chebyshev spectral collocation and quadratic programming is proposed for unknown parameter estimation in nonlinear time-varying dynamic system models to be constructed from available data. The parameters to be estimated are assumed to be identifiable from the data which also implies that the assumed system models with known parameter values have a unique solution corresponding to every initial condition and parameter set. The nonlinear terms in the dynamic system models are assumed to have a known form, and the models are assumed to be parameter affine. Using an equivalent algebraic description of dynamical systems by Chebyshev spectral collocation and data, a residual quadratic cost is set up which is a function of unknown parameters only. The minimization of this cost yields the unique solution for the unknown parameters since the models are assumed to have a unique solution for a particular parameter set. An efficient algorithm is presented step-wise and is illustrated using suitable examples.

Copyright © 2007 by ASME



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