Partially-coupled nonlinear parameter optimization algorithm for a class of multivariate hybrid models

Yihong Zhou, Xiao Zhang and Feng Ding

Applied Mathematics and Computation, 2022, vol. 414, issue C

Abstract: A key to the analysis and design of a dynamic system is to establish a suitable mathematical model of the system. This paper investigates the parameter optimization problem of a class of radial basis function-based multivariate hybrid models. Taking into account the high dimensions of the models and different forms of the parameters, the original identification model is separated into several regressive sub-identification models according to the characteristics of model outputs. Some auxiliary models are constructed to solve the unmeasurable noise terms in the information matrices. For the purpose of eliminating the redundant computation and to deal with the associate terms caused by the model decomposition, inspired by the coupling concept, a partially-coupled nonlinear parameter optimization algorithm is proposed for the multivariate hybrid models. Through the computational efficiency analysis and numerical simulation verification, it is shown that the proposed algorithm has low computational complexity and high parameter estimation accuracy.

Keywords: Radial basis function; Hybrid model; Gradient search; Nonlinear optimization; Coupling identification (search for similar items in EconPapers)
Date: 2022
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Citations: View citations in EconPapers (4)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:apmaco:v:414:y:2022:i:c:s0096300321007475

DOI: 10.1016/j.amc.2021.126663

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