LSSVM based initialization approach for parameter estimation of dynamical systems

Abstract

In this study the estimation of parameters in dynamical systems governed by parameter-affine ordinary differential equations is explored. The described method by Mehrkanoon et al.∼ in [1] is utilized as an initialization of the nonlinear optimization problem for parameter estimation. In contrast to existing convex initialization approaches [2] that use a first order Euler discretization, we do not require any integration method to simulate the dynamical system. Furthermore, a denoising scheme using LSSVM is proposed to first filter the measured data then proceed with the filtered signals for parameter estimation problem. Experimental results demonstrate the efficiency of the proposed method, compared to alternative approaches on different examples from the literature. © Published under licence by IOP Publishing Ltd.