Parameter Estimation for ODEs Using a Cross-Entropy Approach

DOI10.1137/120889733zbMath1285.65048OpenAlexW2133474653MaRDI QIDQ5404611

W. H. Enright, Bo Wang

Publication date: 28 March 2014

Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/120889733

zbMATH Keywords

algorithmglobal optimizationconvergenceparameter estimationinverse problemdelay differential equationnumerical experimentcross-entropylocal search techniquecontinuous codingdiscrete coding

Mathematics Subject Classification ID

Stability and convergence of numerical methods for ordinary differential equations (65L20) Numerical methods for initial value problems involving ordinary differential equations (65L05) Inverse problems involving ordinary differential equations (34A55) Numerical solution of inverse problems involving ordinary differential equations (65L09) Inverse problems for functional-differential equations (34K29)

Related Items (2)

An incremental off-policy search in a model-free Markov decision process using a single sample path ⋮ Measurement-based perturbation theory and differential equation parameter estimation with applications to satellite gravimetry

Uses Software

• MATLAB ODE suite

This page was built for publication: Parameter Estimation for ODEs Using a Cross-Entropy Approach