Abstract
A persisting challenge in nonlinear dynamical modelling is parameter inference from data. Provided that an appropriate model structure was selected, the identification problem is profoundly affected by a choice of initialisation. A particular challenge that may arise is initialisation within a region of the parameter space where the model is not contractive. Exploring such regions is not feasible using the conventional optimisation tools for they require a bounded evaluation of the cost. This work proposes an unconstrained multiple shooting technique, able to mitigate stability issues during the optimisation of nonlinear state-space models. The technique is illustrated on simulation results of a Van der Pol oscillator and benchmark results on a Bouc-Wen hysteretic system.
Original language | English |
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Pages (from-to) | 334-340 |
Number of pages | 7 |
Journal | IFAC-PapersOnLine |
Volume | 53 |
Issue number | 2 |
DOIs | |
Publication status | Published - Nov 2020 |
Event | 21st World Congress of the International Federation of Aufomatic Control (IFAC 2020 World Congress) - Berlin, Germany Duration: 12 Jul 2020 → 17 Jul 2020 Conference number: 21 https://www.ifac2020.org/ |
Keywords
- Unconstrained multiple shooting
- Nonlinear state-space models
- Nonlinear optimisation
- Unstable initialisation