A Tutorial on Numerical Methods for State and Parameter Estimation in Nonlinear Dynamic Systems

Author(s):  
Boris Houska ◽  
Filip Logist ◽  
Moritz Diehl ◽  
Jan Van Impe
Author(s):  
Liming Dai ◽  
Xiaojie Wang ◽  
Changping Chen

Accuracy and reliability of the numerical simulations for nonlinear dynamical systems are investigated with fourth-order Runge–Kutta method and a newly developed piecewise-constant (P-T) method. Nonlinear dynamic systems with external excitations are studied and compared with the two numerical approaches. Semianalytical solutions for the dynamic systems are developed by the P-T approach. With employment of a periodicity-ratio (PR) method, the regions of regular and irregular motions are determined and graphically presented corresponding to the system parameters, for the comparison of accuracy and reliability of the numerical methods considered. Central processing unit (CPU) time executed in the numerical calculations with the two numerical methods are quantitatively investigated and compared under the same computational conditions. Due to its inherent drawbacks, as found in the research, Runge–Kutta method may cause information missing and lead to incorrect conclusions in comparing with the P-T method.


1978 ◽  
Vol 14 (22) ◽  
pp. 718 ◽  
Author(s):  
D.J. Leal ◽  
G. Georgantzis ◽  
P.D. Roberts

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