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Quasilinearization Method for System Identification

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Abstract

The method of quasilinearization was introduced in Chapter 4 as a successive approximation method for finding the solution of nonlinear two-point boundary problems. In this chapter quasilinearization is used for system identification (References 1–9) using the measurements to formulate the problem as a multipoint boundary-value problem. The least-squares criterion is used to estimate the unknown initial conditions and/or unknown parameters.

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Reference

  1. Bellman, R. E., and Kalaba, R. E., Quasilinearization and Nonlinear Boundary-Value Problems, American Elsevier Publishing Company, New York, 1965.

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  2. Buell, J., and Kalaba, R. E., Quasilinearization and the fitting of nonlinear models of drug metabolism to experimental kinetic data, Mathematical Biosciences, Vol. 5, pp. 121–132, 1969.

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  3. Kagiwada, H. H., System Identification, Methods and Applications, Addison-Wesley Publishing Company, Reading, Massachusetts, 1974.

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  4. Eykhoff, P., System Identification, Parameter and State Estimation, John Wiley and Sons, Inc., New York, 1974.

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  5. Kalaba, R. E., and Spingarn, K., Optimal inputs and sensitivities for parameter estimation, Journal of Optimization Theory and Applications, Vol. 11, No. 1, pp. 56–67, 1973.

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  6. Bellman, R., Jacquez, J., Kalaba, R., and Schwimmer, S., Quasilinearization and the estimation of chemical rate constants from raw kinetic data, Mathematical Bio-sciences, Vol. 1, pp. 71–76, 1976.

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  7. Bellman, R., Kagiwada, H., and Kalaba, R., Orbit determination as a multi-point boundary-value problem and quasilinearization, Proceedings of the National Academy of Sciences, Vol. 48, No. 8, pp. 1327–1329, 1962.

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  8. Buell, J. D., Kagiwada, H. H., and Kalaba, R. E., A proposed computational method for estimation of orbital elements, drag coefficients, and potential fields parameters from satellite measurements, Annales de Geophysique, Vol. 23, No. 1, pp. 35–39, 1967.

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  9. Kumar, K. S. P., and Sridhar, R., On the identification of control systems by the quasilinearization method, IEEE Transactions on Automatic Control, Vol. 9, No. 2, pp. 151–154, 1964.

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© 1982 Plenum Press, New York

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Kalaba, R., Spingarn, K. (1982). Quasilinearization Method for System Identification. In: Control, Identification, and Input Optimization. Mathematical Concepts and Methods in Science and Engineering. Springer, Boston, MA. https://doi.org/10.1007/978-1-4684-7662-0_6

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  • DOI: https://doi.org/10.1007/978-1-4684-7662-0_6

  • Publisher Name: Springer, Boston, MA

  • Print ISBN: 978-1-4684-7664-4

  • Online ISBN: 978-1-4684-7662-0

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