Parameter optimization in large-scale dynamical systems: a method of contractive mapping

Guanyu Wang

Mathematics and Computers in Simulation (MATCOM), 2004, vol. 66, issue 6, 565-576

Abstract: A new method is given to optimize parameters in dynamical systems by supplementing conventional methods with a procedure of contractive mapping. The dynamical system is first decoupled in order to reduce the search size. The reference curves and the simulation curves are obtained with the pre-optimization. A contractive mapping procedure is designed to asymptotically reduce the differences between the curves, whereby the parameters are further optimized. Numerical results indicate that the present method can solve some large-scale problems that are difficult for the previous methods.

Keywords: Parameter optimization; Data-fitting; Contractive mapping; Gauss–Newton method (search for similar items in EconPapers)
Date: 2004
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Persistent link: https://EconPapers.repec.org/RePEc:eee:matcom:v:66:y:2004:i:6:p:565-576

DOI: 10.1016/j.matcom.2004.04.005

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