Adjoint identification approach for nonlinear discrete systems
非线性离散系统的伴随辨识法

The usual identification approach to nonlinear discrete systems is to use nonlinear optimization methods to estimate the parameter vector.Thus,the gradient of a cost functional with respect to the parameter vector must be computed and then a first order matrix difference equation should be solved with the commonly used methods.The discrete_time system considered in the paper is described by a first order vector difference equation.One of the identification objects is to estimate unknown parameter vector contained in the system based on the measurement outputs of the system.First,a first order vector difference equation was solved to reduce the computational load after introducing an adjoint vector.Then,an algorithm was presented combining the adjoint identification approach with a Quasi_Newton trust region algorithm,which is a global convergence Quasi_Newton method.Finally,an example was given to illustrate the effectiveness of this method.