Integrated System Identification and Optimization

Publisher Summary The modern systems approach in handling large scale problems includes the concepts of system identification and optimization. The coupling relationship between these concepts is inherent in the nature of the desired “optimal solution.” Any mathematical model consists of unknown variables and “known” parameters characterizing the system. These parameters are not known, but are estimated or determined under non-optimal conditions. The solution that is generated from such system models might be non-optimal. The identification of the system's parameters, referred to as system modeling, is essential to obtain an optimal control policy. This chapter discusses the coupling relationship between these concepts and describes the analytical tools and methods for tackling the joint problem. Mathematical models, which aim at representing real physical systems in quantitative form, have become important tools in the design, synthesis, analysis, operation, and control of complex systems.

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