A SEQUENTIAL ERROR-IN-VARIABLES METHOD FOR NONLINEAR DYNAMIC-SYSTEMS

For nonlinear dynamic systems, a sequential optimization and solution strategy for data reconciliation and parameter estimation has been investigated. Specifically, numerical intergration nested within a nonlinear programming algorithm was employed within the proposed nonlinear dynamic error-in-variables method (NDEVM) for on-line and off-line parameter estimation. NDEVM provided improved estimates over conventional least-squares techniques for both on-line and off-line applications. In addition, NDEVM was able to provide reliable estimates even in the presence of measurement bias under certain conditions. Finally, the use of orthogonal collocation as an alternative solution method is discussed.