BibTeX
@ARTICLE{
Schumann-Bischoff2013Nsi,
title = "Nonlinear system identification employing automatic differentiation",
author = "Jan Schumann-Bischoff and Stefan Luther and Ulrich Parlitz",
publisher = "Elsevier",
year = "2013",
journal = "Communications in Nonlinear Science and Numerical Simulation",
volume = "18",
pages = "2733–2742",
abstract = "An optimization based state and parameter estimation method is presented where the
required Jacobian matrix of the cost function is computed via automatic differentiation. Automatic
differentiation evaluates the programming code of the cost function and provides exact values of the
derivatives. In contrast to numerical differentiation it is not suffering from approximation errors
and compared to symbolic differentiation it is more convenient to use, because no closed analytic
expressions are required. Furthermore, we demonstrate how to generalize the parameter estimation
scheme to delay differential equations, where estimating the delay time requires attention.",
ad_area = "Data Assimilation",
ad_tools = "ADOL-C"
}
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