Estimating time-varying parameters in uncertain differential equations

DOI10.1016/J.AMC.2022.127084OpenAlexW4221105257WikidataQ115361060 ScholiaQ115361060MaRDI QIDQ2139803FDOQ2139803

Yuhong Sheng, Guidong Zhang

Publication date: 19 May 2022

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.amc.2022.127084

zbMATH Keywords

regression analysisleast squares estimationuncertainty theorytime-varying parameters

Mathematics Subject Classification ID

Stochastic analysis (60Hxx) General theory for ordinary differential equations (34Axx) Probabilistic methods, stochastic differential equations (65Cxx)

Cites Work

• Uncertainty theory
• UNCERTAIN OPTIMAL CONTROL WITH APPLICATION TO A PORTFOLIO SELECTION MODEL
• Uncertain differential equations
• Existence and uniqueness theorem for uncertain differential equations
• A numerical method for solving uncertain differential equations
• Uncertain partial differential equation with application to heat conduction
• Uncertain population model
• Parameter estimation in uncertain differential equations
• Generalized moment estimation for uncertain differential equations
• Parameter estimation in uncertain differential equations based on the solution
• Initial value estimation of uncertain differential equations and zero-day of COVID-19 spread in China
• Parameter estimation of uncertain differential equation with application to financial market

Cited In (2)

• Title not available (Why is that?)
• Convergence analysis of a synchronous gradient estimation scheme for time-varying parameter systems

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