I’m quite confident that the answer is no but I thought it was worth a shot.
I’m trying to do a joint state and parameter estimation for a friction model (very similar to the LuGre friction model).
I have a limited to no experience with CVX. I used a couple of times but, for my simple problems, the run time was higher than what it would take my code to run, so I used the CVX only as a mean to check my results (I was doing at the time an on-line parameter identification).
My questions arises from the fact that, while going through an article I’ve came across a reference ACADO Toolkit (not trying to advertise it or anything like that) that solves this type o problems - joint state and parameter estimation. They use, in the tutorial on this topic, the Gauss Newton method to solve a least-squares problem with ODE constrains. If my understanding is correct, the Gauss Newton method (which is a gradient type of method if I’m not wrong) if applicable to convex problems.
Hopefully I made myself understood.