Convergence Analysis of a Recursive Identification Algorithm for Nonlinear ODE Models with a Restricted Black-box Parameterization

摘要

A convergence analysis is performed for a recursive prediction error method based on a restricted black-box parameterization. Sufficient conditions to obtain convergence to a minimum of the criterion function are formulated. This proves that convergence to the true parameter vector is possible. The analysis exploits averaging analysis using an associated ordinary differential equation.