Stochastic differential equations as a tool to regularize the parameter estimation problem for continuous time dynamical systems given discrete time measurements

DOI10.1016/J.MBS.2014.03.001zbMATH Open1314.62077OpenAlexW2105994101WikidataQ46806659 ScholiaQ46806659MaRDI QIDQ2453769FDOQ2453769

Authors: Jacob Leander, Torbjörn Lundh, Mats Jirstrand 

Publication date: 10 June 2014

Published in: Mathematical Biosciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.mbs.2014.03.001

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zbMATH Keywords

parameter estimationextended Kalman filterLotka-Volterraordinary differential equationsstochastic differential equationsFitzHugh-Nagumo

Mathematics Subject Classification ID

Point estimation (62F10) Inference from stochastic processes and prediction (62M20) Population dynamics (general) (92D25) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Cites Work

• Numerical data fitting in dynamical systems. A practical introduction with applications and software. With CD-ROM
• Numerical Optimization
• Optimization by simulated annealing
• Stochastic processes and filtering theory
• Practical grey-box process identification. Theory and applications
• Parameter Estimation for Differential Equations: a Generalized Smoothing Approach
• Stochastic differential equations. An introduction with applications.
• Recent developments in parameter estimation and structure identification of biochemical and genomic systems
• Higher-order implicit strong numerical schemes for stochastic differential equations
• An algorithmic introduction to numerical simulation of stochastic differential equations
• Title not available (Why is that?)
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• NONLINEAR DYNAMICAL SYSTEM IDENTIFICATION FROM UNCERTAIN AND INDIRECT MEASUREMENTS
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• Parameter estimation in stochastic grey-box models.

Cited In (7)

• Estimation of biophysical parameters in a neuron model under random fluctuations
• Estimation of anthracnose dynamics by nonlinear filtering
• Constructing numerically stable Kalman filter-based algorithms for gradient-based adaptive filtering
• Differential equations in data analysis
• How to deal with parameter estimation in continuous-time stochastic systems
• Gaussian process approximations for fast inference from infectious disease data
• Extracting non-Gaussian governing laws from data on mean exit time

Uses Software

• Schittkowski

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