Technical Report 2010-025

Recursive Identification and Scaling of Non-linear Systems using Midpoint Numerical Integration

Soma Tayamon and Torbjörn Wigren

October 2010

A new recursive prediction error algorithm (RPEM) based on a non- linear ordinary differential equation (ODE) model of black-box state space form is presented. The selected model is discretised by a midpoint inte- gration algorithm and compared to an Euler forward algorithm. When the algorithm is applied, scaling of the sampling time is used to improve performance further. This affects the state vector, the parameter vector and the Hessian. This impact is analysed and described in three Theorems. Numerical examples are provided to verify the theoretical results obtained.

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