Parameter Estimation of Nonlinear, Time-Variant Systems by the Method of Sensitivity Functions.

摘要

The applicability of sensitivity functions to parameter estimation of nonlinear, time variant systems was investigated. The method showed the ability to move the parameter vector toward the direction of optimality, but the nonlinearity of the system created problems of stability and rate of convergence of the algorithm. These problems were corrected by the introduction of artificial variable step sizes to improve the rate of convergence at start and to dampen the system near optimality. Thus modified, the method yielded a satisfactory solution of the estimation problem. (Author)