Proceedings of the 47th IEEE Conference on Decision and Control pages:5519-5524
47th IEEE Conference on Decision and Control edition:47 location:Cancun (Mexico) date:December 9-11, 2008
This paper introduces a convex formulation approach
for the initialization of parameter estimation problems
(PEP). The proposed method exploits the parameter-affine feature exhibited by some dynamic systems. The method attempts to solve a related convex problem and uses its result as the initial guess for the solution of the original nonconvex PEP. The proposed approach is illustrated through two nonconvex parameter estimation study cases; the harmonic oscillator and the Lorenz attractor.