Statistical estimation of the coefficients of ordinary differential equations using observational data
Statistical estimation of the coefficients of ordinary differential equations using observational data
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使用观测数据对常微分方程系数进行统计估计
DOI：
10.1515/rnam.1986.1.3.235
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发表时间：
1986
期刊：
影响因子：
--
通讯作者：
S. Zuev
中科院分区：
文献类型：
--
作者：
S. Zuev
本文讨论了从观测数据中确定一个模型的参数的问题，该模型由一个常微分方程组表示。被认为是状态变量的观察轨迹是随机的，因此不属于该模型的解决方案的集合的情况下。一个标准建议选择未知参数的估计，该标准是基于引入小的随机扰动模型。最后讨论了准则优化的迭代过程。
The paper treats the problem of determining the parameters of a model, represented by a system of ordinary differential equations, from the observational data on the dynamics of state variables. The case is considered in which the observed trajectories of state variables are random and thus do not belong to the set of solutions of the model. A criterion is suggested for choosing the estimates of the unknown parameters; the criterion is based on introducing small random perturbations into the model. The paper is concluded with a discussion of the iterative process of criterion optimization.