### Avoiding system instability

You should limit the cost calculation because, during
optimization, some parameters may be supplied with values that drive the system
into instability. The resulting large cost value can cause the optimization
method to fail to converge due to the limited range of floating point numbers.

When limits are used, they must occur before the
integration of the square of the error so that onset of saturation is
numerically reflected in the cost function. In this way, onset of saturation is
reflected in the cost value and gives the optimizer a slope to follow
down.