Search results for " parameter identification"

A Sequential Quadratic Programming Method for Volatility Estimation in Option Pricing

2006

Our goal is to identify the volatility function in Dupire's equation from given option prices. Following an optimal control approach in a Lagrangian framework, we propose a globalized sequential quadratic programming (SQP) algorithm with a modified Hessian - to ensure that every SQP step is a descent direction - and implement a line search strategy. In each level of the SQP method a linear-quadratic optimal control problem with box constraints is solved by a primal-dual active set strategy. This guarantees L^1 constraints for the volatility, in particular assuring its positivity. The proposed algorithm is founded on a thorough first- and second-order optimality analysis. We prove the existe…

Vibration-based identification of mechanical properties of orthotropic arbitrarily shaped plates: Numerical and experimental assessment

2018

Abstract An innovative procedure is introduced for the identification of the mechanical parameters of orthotropic plates of arbitrary shape, under various boundary conditions, based on vibration data. The method employs a combination of a convenient Rayleigh-Ritz approach and Particle-Swarm Optimization to estimate elastic constants of the orthotropic material in a straightforward manner, without requiring computationally demanding iterative Finite Element analyses. Specifically, the pb-2 Rayleigh-Ritz procedure is extended and applied to deal with orthotropic plates, simplifying the approach to more easily treat generic plate shapes, taking advantage of the Green's theorem. The method is t…

The Hu-Washizu variational principle for the identification of imperfections in beams

2008

This paper presents a procedure for the identification of imperfections of structural parameters based on displacement measurements by static tests. The proposed procedure is based on the well-known Hu–Washizu variational principle, suitably modified to account for the response measurements, which is able to provide closed-form solutions to some inverse problems for the identification of structural parameter imperfections in beams. Copyright © 2008 John Wiley & Sons, Ltd.

Analysis of Rectangular Orthotropic Membranes for Mechanical Properties Identification through Load-Displacement Data

2021

In this paper, an innovative procedure is introduced for the identification of the mechanical properties of orthotropic membranes based on load-displacement data. To this end, novel functional forms of the displacement components for rectangular membranes are appropriately introduced. Unknown coefficients of these displacement functions are determined, minimizing the total potential energy of the membrane. The energy method is then combined with an optimization procedure to estimate the elastic constants of the membranes in a straightforward manner. Specifically, a genetic algorithm is used to minimize a properly defined objective function directly related to the sought mechanical propertie…

NOVEL TOOLS FOR THE MECHANICAL ANALYSIS OF THIN PLATES AND RELEVANCE ON MEMBRANE-BASED TECHNOLOGIES

2020

Battery Models for Battery Powered Applications: A Comparative Study

2020

Battery models have gained great importance in recent years, thanks to the increasingly massive penetration of electric vehicles in the transport market. Accurate battery models are needed to evaluate battery performances and design an efficient battery management system. Different modeling approaches are available in literature, each one with its own advantages and disadvantages. In general, more complex models give accurate results, at the cost of higher computational efforts and time-consuming and costly laboratory testing for parametrization. For these reasons, for early stage evaluation and design of battery management systems, models with simple parameter identification procedures are…

Advanced Motion Control in Induction Motor Systems - Modelling, Analysis and Control

Using a unified notation, this thesis collects and discusses the most important steps and issues in the design of estimation and control algorithms for induction motors. It contains many estimation and control algorithms. Their stability is analyzed and their performance is illustrated by simulations and experiments on the same induction motor. An intense and challenging collective research effort is carefully documented and analyzed, with the aim of providing and clarifying the basic intuition and tools required in the analysis and design of nonlinear feedback control algorithms. This material should be of specific interest to engineers who are engaged in the design of control algorithms f…