Parameter estimation by quasilinearization in differential equations with state-dependent delays (Q379000)

Parameter estimation is considered for the state-dependent delay differential equation \[ x'(t) = f(t, x_t, x(t-\tau(t, x_t, \xi), \theta))\text{ for }t\in [0, T], \] where \(\varphi\) is the initial function with \(x(t) = \varphi(t)\) for \(t\in[-r, 0]\), \(\xi\) and \(\theta\) are points in normed linear spaces, and \(\gamma = (\varphi, \xi, \theta)\in \Gamma\) is the unknown parameter. Suppose that the measurements \(X_0, X_1, \dots, X_{\ell}\) of the solution at the points \(t_0, t_1, \ldots, t_{\ell} \in [0, T]\) are known. Then the minimisation problem \(\mathcal{P}\) is to find a parameter value \(\gamma_0\in \Gamma\) so that \(J(\gamma) = \sum^{\ell}_{i=0}(x(t_i, \gamma)-X_i)^2\) has a minimum \(J(\gamma_0)\). The quasilinearization method for solving the problem \(\mathcal{P}\) was first introduced for ordinary differential equations in the literature. This method was extended and numerically tested by the author for the above equation and this paper is the continuation of the autor's previous work.