Parameter identification for an abstract Cauchy problem by quasilinearization
Authors:
Dennis W. Brewer, John A. Burns and Eugene M. Cliff
Journal:
Quart. Appl. Math. 51 (1993), 1-22
MSC:
Primary 93B30; Secondary 93C20
DOI:
https://doi.org/10.1090/qam/1205932
MathSciNet review:
MR1205932
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Abstract: A parameter identification problem is considered in the context of a linear abstract Cauchy problem with a parameter-dependent evolution operator. Conditions are investigated under which the gradient of the state with respect to a parameter possesses smoothness properties which lead to local convergence of an estimation algorithm based on quasilinearization. Numerical results are presented concerning estimation of unknown parameters in delay-differential equations.
H. T. Banks, Identification of nonlinear delay systems using spline methods, Internat. Conf. on Nonlinear Phenomena in the Mathematical Sciences, Univ. of Texas. Arlington, TX, 1980
- H. T. Banks and J. A. Burns, Hereditary control problems: numerical methods based on averaging approximations, SIAM J. Control Optim. 16 (1978), no. 2, 169–208. MR 483428, DOI https://doi.org/10.1137/0316013
H. T. Banks, J. A. Burns, and E. M. Cliff, A comparison of numerical methods for identification and optimization problems involving control systems with delays, LCDS Report No. 79-7, Brown Univ., Providence, RI, 1979
- H. T. Banks, J. A. Burns, and E. M. Cliff, Parameter estimation and identification for systems with delays, SIAM J. Control Optim. 19 (1981), no. 6, 791–828. MR 634954, DOI https://doi.org/10.1137/0319051
- H. T. Banks, J. A. Burns, and E. M. Cliff, Spline-based approximation methods for control and identification of hereditary systems, International Symposium on Systems Optimization and Analysis (Rocquencourt, 1978) Lecture Notes in Control and Information Sci., vol. 14, Springer, Berlin-New York, 1979, pp. 314–320. MR 557354
- H. T. Banks and P. K. Daniel Lamm, Estimation of delays and other parameters in nonlinear functional-differential equations, SIAM J. Control Optim. 21 (1983), no. 6, 895–915. MR 719519, DOI https://doi.org/10.1137/0321054
- H. T. Banks and G. M. Groome Jr., Convergence theorems for parameter estimation by quasilinearization, J. Math. Anal. Appl. 42 (1973), 91–109. MR 319376, DOI https://doi.org/10.1016/0022-247X%2873%2990122-4
- H. T. Banks and F. Kappel, Spline approximations for functional differential equations, J. Differential Equations 34 (1979), no. 3, 496–522. MR 555324, DOI https://doi.org/10.1016/0022-0396%2879%2990033-0
- H. T. Banks and K. Kunisch, Estimation techniques for distributed parameter systems, Systems & Control: Foundations & Applications, vol. 1, Birkhäuser Boston, Inc., Boston, MA, 1989. MR 1045629
H. T. Banks and K. Kunisch, Parameter estimation techniques for nonlinear distributed parameter systems, Internat. Conf. on Nonlinear Phenomena in the Mathematical Sciences, Univ. of Texas, Arlington, TX, 1980
- Dennis W. Brewer, The differentiability with respect to a parameter of the solution of a linear abstract Cauchy problem, SIAM J. Math. Anal. 13 (1982), no. 4, 607–620. MR 661592, DOI https://doi.org/10.1137/0513039
D. W. Brewer, Quasi-Newton methods for parameter estimation in functional differential equations, Proc. 27th IEEE Conf. on Decision and Control, Austin, TX, 1988, pp. 806–809
J. A. Burns and E. M. Cliff, An abstract quasi-linearization algorithm for estimating parameters in hereditary systems, IEEE Trans. Automat. Control 25, 126–129 (1980)
- John A. Burns, Terry L. Herdman, and Harlan W. Stech, Linear functional-differential equations as semigroups on product spaces, SIAM J. Math. Anal. 14 (1983), no. 1, 98–116. MR 686237, DOI https://doi.org/10.1137/0514007
- Paul L. Butzer and Hubert Berens, Semi-groups of operators and approximation, Die Grundlehren der mathematischen Wissenschaften, Band 145, Springer-Verlag New York Inc., New York, 1967. MR 0230022
- James S. Gibson and Lyle G. Clark, Sensitivity analysis for a class of evolution equations, J. Math. Anal. Appl. 58 (1977), no. 1, 22–31. MR 445081, DOI https://doi.org/10.1016/0022-247X%2877%2990224-4
- Patricia Webb Hammer, Parameter identification in parabolic partial differential equations using quasilinearization, ProQuest LLC, Ann Arbor, MI, 1990. Thesis (Ph.D.)–Virginia Polytechnic Institute and State University. MR 2685318
- I. Gary Rosen, Discrete approximation methods for parameter identification in delay systems, SIAM J. Control Optim. 22 (1984), no. 1, 95–120. MR 728675, DOI https://doi.org/10.1137/0322008
- Ekkehard Sachs, Convergence rates of quasi-Newton algorithms for some nonsmooth optimization problems, SIAM J. Control Optim. 23 (1985), no. 3, 401–418. MR 784577, DOI https://doi.org/10.1137/0323026
H. T. Banks, Identification of nonlinear delay systems using spline methods, Internat. Conf. on Nonlinear Phenomena in the Mathematical Sciences, Univ. of Texas. Arlington, TX, 1980
H. T. Banks and J. A. Burns, Hereditary control problems: numerical methods based on averaging approximations, SIAM J. Control Optim. 16, 169–208 (1978)
H. T. Banks, J. A. Burns, and E. M. Cliff, A comparison of numerical methods for identification and optimization problems involving control systems with delays, LCDS Report No. 79-7, Brown Univ., Providence, RI, 1979
H. T. Banks, J. A. Burns, and E. M. Cliff, Parameter estimation and identification for systems with delays, SIAM J. Control Optim. 19, 791–828 (1981)
H. T. Banks, J. A. Burns, and E. M. Cliff, Spline-based approximation methods for control and identification of hereditary systems, Internat. Sympos. on Systems Optimization and Analysis (eds., A. Bensoussan and J. L. Lions), Lecture Notes in Control and Info. Sci., vol. 14, Springer, Heidelberg, 1979, pp. 314–320
H. T. Banks and P. L. Daniel, Estimation of delays and other parameters in nonlinear functional equations, SIAM J. Control Optim. 21, 893–915 (1983)
H. T. Banks and G. M. Groome, Jr., Convergence theorems for parameter estimation by quasilinearization, J. Math. Anal. Appl. 42, 91–109 (1973)
H. T. Banks and F. Kappel, Spline approximation for functional differential equations, J. Differential Equations 34, 496–522 (1979)
H. T. Banks and K. Kunisch, Estimation techniques for distributed parameter systems, Birkhäuser, New York, 1989
H. T. Banks and K. Kunisch, Parameter estimation techniques for nonlinear distributed parameter systems, Internat. Conf. on Nonlinear Phenomena in the Mathematical Sciences, Univ. of Texas, Arlington, TX, 1980
D. W. Brewer, The differentiability with respect to a parameter of the solution of a linear abstract Cauchy problem, SIAM J. Math. Anal. 13, 607–620 (1982)
D. W. Brewer, Quasi-Newton methods for parameter estimation in functional differential equations, Proc. 27th IEEE Conf. on Decision and Control, Austin, TX, 1988, pp. 806–809
J. A. Burns and E. M. Cliff, An abstract quasi-linearization algorithm for estimating parameters in hereditary systems, IEEE Trans. Automat. Control 25, 126–129 (1980)
J. A. Burns, T. L. Herdman, and H. Stech, Linear functional differential equations as semi-groups on product spaces, SIAM J. Math. Anal. 14, 98–116 (1983)
P. L. Butzer and H. Berens, Semi-groups of operators and approximation, Springer-Verlag, New York, 1967
J. S. Gibson and L. G. Clark, Sensitivity analysis of a class of evolution equations, J. Math. Anal. Appl. 58, 22–31 (1977)
P. W. Hammer, Parameter identification in parabolic partial differential equations using quasilinearization, Ph.D. Thesis, ICAM Report 90-07-01, Virginia Polytechnic Institute and State Univ., Blacksburg, VA, 1990
I. G. Rosen, Discrete approximation methods for parameter identification in delay systems, SIAM J. Control Optim. 22, 95–120 (1984)
E. Sachs, Convergence rates of quasi-Newton algorithms for some nonsmooth optimization problems, SIAM J. Control Optim. 23, 401–418 (1985)
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© Copyright 1993
American Mathematical Society