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Optimal simulation of nonlinear deterministic dynamic systems

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Abstract

A stable solution of the problem of optimal simulation of nonlinear deterministic dynamic systems is obtained by Tikhonov's regularization method with posterior choice of the regularization parameter for nonlinear problems. This approach ensures convergence of the approximations to the set of exact solutions of the optimal simulation problem. An example demonstrating the possibilities and the numerical implementation of the algorithm is considered.

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Authors
  1. A. S. Leonov
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Translated from Nelineinye Dinamicheskie Sistemy: Kachestvennyi Analiz i Upravlenie — Sbornik Trudov, No. 2, pp. 86–91, 1993.

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Leonov, A.S. Optimal simulation of nonlinear deterministic dynamic systems. Comput Math Model 7, 333–337 (1996). https://doi.org/10.1007/BF01128165

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