IDENTIFICATION OF TIME-VARIANT CONTINUOUS SYSTEM BY A QUASI-NEWTON METHOD

A quasi-Newton method (QNM) for solving an unconstrained optimization problem in infinite dimensional spaces is presented in this paper. We apply the QNM algorithm to an identification problem for a nonlinear system of differential equations, that is, to identify the parameter vector q = q(t) appearing in the following system of differential equations, based on the measurement of the state , where is a measurement operator. We give two examples to show the algorithm.