Identification of time-variant continuous system by a quasi-Newton method (Q5959171)

The paper deals with the identification of a time-varying parameter vector of a nonlinear time-varying continuous-time system described by a state-space equation. The identification problem is solved as an unconstrained least-squares optimization task in infinite-dimensional Hilbert space using a quasi-Newton iteration method. The approach is based on the measurements of the state vector. The rigorous examination of the method is performed, and the use of the algorithm is illustrated by means of examples.