A nonlinear least squares estimation procedure without initial parameter guesses

摘要

This paper introduces a convex formulation approach for the initialization of parameter estimation problems (PEP). The proposed method exploits the parameter-affine feature exhibited by some dynamic systems. The method attempts to solve a related convex problem and uses its result as the initial guess for the solution of the original nonconvex PEP. The proposed approach is illustrated through two nonconvex parameter estimation study cases; the harmonic oscillator and the Lorenz attractor.