Exploring Optimization Techniques for Parameter Estimation in Nonlinear System Modeling

TL;DR

This paper evaluates three optimization methods for parameter estimation in nonlinear and chaotic systems, highlighting the effectiveness of the Nelder-Mead simplex method through numerical examples.

Contribution

It introduces and compares three optimization techniques specifically applied to nonlinear system parameter estimation, emphasizing the Nelder-Mead method's superior performance.

Findings

Nelder-Mead method outperforms other techniques in accuracy

Optimization methods successfully estimate parameters in chaotic systems

The study provides practical insights for nonlinear system modeling

Abstract

Optimization techniques play a crucial role in estimating parameters and state information for nonlinear systems. However, some critical aspects of these problems have received little attention in previous research. In this paper, we address this gap by exploring optimization techniques for parameter estimation in nonlinear system modeling, with a focus on chaotic dynamical systems. We introduce three optimization methods - a gradient-based iterative algorithm, the Levenberg-Marquardt algorithm, and the Nelder-Mead simplex method - that transfer the complex nonlinear optimization problem into a simpler linear or nonlinear one. We apply these methods to determine the parameters of nonlinear systems, presenting a numerical example to demonstrate their effectiveness. Our results show that the Nelder-Mead simplex method is particularly effective in estimating the parameters of nonlinear systems and has the potential to be a valuable tool in various fields that require nonlinear system modeling. Overall, our study contributes to the understanding and improvement of optimization techniques for parameter estimation in nonlinear system modeling, which has implications for a wide range of applications in science and engineering.