opt

Created on 2021

@author: RBdC & MV

Functions:

Name	Description
GEN_id	Identification using non-linear regression.

GEN_id

GEN_id(
    y: ndarray,
    u: ndarray,
    id_method: OptMethods,
    na: int,
    nb: int | ndarray,
    nc: int,
    nd: int,
    nf: int,
    theta: int | ndarray,
    max_iter: int,
    stab_marg: float,
    stab_cons: bool,
    adjust_B: bool = False,
    y_std: float = 1.0,
    U_std: ndarray = array([1.0]),
) -> tuple[
    ndarray, ndarray, ndarray, ndarray, floating, ndarray
]

Identification using non-linear regression.

Use Prediction Error Method and non-linear regression, due to the nonlinear effect of the parameter vector ($ \Theta $) to be identified in the regressor matrix $ \phi(\Theta) $.

These structures are identified by solving a NonLinear Program by the use of the extbf{CasADi} optimization tool.

References

Andersson, J. A.E., Gillis, J., Horn, G., Rawlings, J.B. and Diehl, M. {CasADi}: a software framework for nonlinear optimization and optimal control. 2019.