Optimum system design using a derivative free algorithm

In this paper a powerful approach to the optimization of dynamic systems, in particular feedback control systems, is presented. The proposed method uses a nonlinear least-squares algorithm developed by Dennis. We have incorporated his algorithm for application to the design of dynamic systems (to achieve optimum performance) in a fairly general computer program. Included in our presentation are the effects of trajectory weights, and the use of apriori parameter information. The effectiveness of our procedure is demonstrated by an underwater vehicle design example and a digital filter design example.