Large Scale Parameter Estimation Using Sparse Nonlinear Programming Methods

DOI10.1137/S1052623401399216MaRDI QIDQ4441955zbMATH OpenFDO

Authors J. T. Betts, William P. Huffman

Publication date 19 January 2004

Published in SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/S1052623401399216

zbMATH Keywords

parameter estimationinverse problemssparse nonlinear programming

Mathematics Subject Classification ID

Numerical methods for differential-algebraic equations (65L80) Nonlinear programming (90C30) Existence theories for optimal control problems involving ordinary differential equations (49J15) Inverse problems in optimal control (49N45) Numerical solution of inverse problems involving ordinary differential equations (65L09) Celestial mechanics (70F15) Orbital mechanics (70M20) Computational methods for problems pertaining to mechanics of particles and systems (70-08)

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Cited in

(3)

• Uncertainty estimation in equality-constrained MAP and maximum likelihood estimation with applications to system identification and state estimation
• Large sparse numerical optimization
• Optimal parameter estimation of dynamical systems using direct transcription methods

Describes a project that uses

Uses Software

• OTIS

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