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.2014.03.001MaRDI QIDQ2453769zbMATH OpenOpenAlexWikidataFDO

Authors Jacob Leander, Torbjörn Lundh, Mats Jirstrand

Publication date 10 June 2014

Published in Mathematical Biosciences (Search for Journal in Brave)

Copyright license Creative Commons Attribution-NonCommercial-ShareAlike 4.0 International

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

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)

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Cites work

• scientific article; zbMATH DE number 3816970 (Why is no real title available?)
• scientific article; zbMATH DE number 1796810 (Why is no real title available?)
• scientific article; zbMATH DE number 2199827 (Why is no real title available?)
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• Numerical Optimization
• Numerical data fitting in dynamical systems. A practical introduction with applications and software. With CD-ROM
• Optimization by simulated annealing
• Parameter Estimation for Differential Equations: a Generalized Smoothing Approach
• Parameter estimation in stochastic grey-box models.
• Practical grey-box process identification. Theory and applications
• Recent developments in parameter estimation and structure identification of biochemical and genomic systems
• Stochastic differential equations. An introduction with applications.
• Stochastic processes and filtering theory

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

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Uses Software

• Schittkowski

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