Title :
Quasi-Newton methods for parameter estimation in functional differential equations
Author :
Brewer, Dennis W.
Author_Institution :
Dept. of Math. Sci., Arkansas Univ., Fayetteville, AR, USA
Abstract :
A state-space approach to parameter estimation in linear functional differential equations is developed using the theory of linear evolution equations. A locally convergent quasi-Newton type algorithm is applied to distributed systems with particular emphasis on parameters that induce unbounded perturbations of the state. The algorithm is computationally implemented on several functional differential equations, including coefficient and delay estimation in linear delay-differential equations
Keywords :
delays; differential equations; distributed parameter systems; parameter estimation; state-space methods; distributed systems; functional differential equations; linear delay-differential equations; linear evolution equations; parameter estimation; quasi-Newton methods; state-space; unbounded perturbations; Convergence; Cost function; Delay estimation; Delay lines; Differential equations; Microwave integrated circuits; Parameter estimation; Smoothing methods; Spline; State-space methods;
Conference_Titel :
Decision and Control, 1988., Proceedings of the 27th IEEE Conference on
Conference_Location :
Austin, TX
DOI :
10.1109/CDC.1988.194422
