Incremental Global Parameter Estimation in Dynamical Systems

Estimating the parameters of a dynamical system based on measurements is an important task in industrial and scientific practice. Since a model’s quality is directly linked to its parameter values, obtaining globally rather than locally optimal values is especially important in this context. In practice, however, local methods are used almost exclusively. This is mainly due to the high computational cost of global dynamic parameter estimation, which limits its application to relatively small problems comprising no more than a few equations and parameters. In addition, there is still a lack of software packages that allow global parameter estimation in dynamical systems without expert knowledge. Therefore, we propose an efficient computational method for obtaining globally optimal parameter estimates of dynamical systems using well-established, user-friendly software packages. The method is based on the so-called incremental identification procedure, in combination with deterministic global optimization tools for nonlinear programs.