On estimation algorithms for ordinary differential equations
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Publication:2976019
DOI10.21914/ANZIAMJ.V50I0.1363zbMATH Open1359.65115OpenAlexW1865686959MaRDI QIDQ2976019FDOQ2976019
Authors: Michael R. Osborne 
Publication date: 12 April 2017
Published in: ANZIAM Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.21914/anziamj.v50i0.1363
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- Stochastic differential equations as a tool to regularize the parameter estimation problem for continuous time dynamical systems given discrete time measurements
- Estimation of ordinary differential equation models with discretization error quantification
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- An integration-based method for estimating parameters in a system of differential equations
- Parameter estimation of ordinary differential equations
- Fitting ordinary differential equations to short time course data
- Parameter estimation and optimum experimental design for differential equation models
- Forcing Function Diagnostics for Nonlinear Dynamics
- Time-course window estimator for ordinary differential equations linear in the parameters
- Consistent recursive parameter estimation of partial differential equation models
- Asymptotic efficiency and finite-sample properties of the generalized profiling estimation of parameters in ordinary differential equations
- Optimal control and additive perturbations help in estimating ill-posed and uncertain dynamical systems
- A regularization method for the parameter estimation problem in ordinary differential equations via discrete optimal control theory
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