Theory and method of optimal control solution to dynamic system parameters identification. I: Fundamental concept and deterministic system parameters identification (Q1305364)

The identification of unknown parameters in dynamic models is considered as an inverse problem and transformed into an optimal control problem. According to the Hamilton-Jacobi-Bellman theory, the existence and uniqueness of an optimal control solution is obtained. An algorithm of parameters identification of a deterministic dynamic system is solved by means of the tools developed in this paper.