A combined approach for the identification of continuous non‐linear systems

The identification of a non‐linear continuous output‐only system from a time series is considered for the case that the functional form of the model is not known beforehand. To estimate both functions and parameters, a combination of non‐parametric modelling based on non‐linear regression and parametric modelling based on a multiple shooting algorithm is proposed. This strategy to determine non‐linear differential equations is exemplified on experimental data from a chaotic circuit where an accurate reconstruction of the observed attractor is obtained. Copyright © 2003 John Wiley & Sons, Ltd.