A new computational algorithm for the estimation of parameters in ordinary differential equations from noisy data is presented. The algorithm is computationally faster than quasilinearization because of the reduction of the number of ordinary differential equations that must be solved a t each itera
A new method for the estimation of parameters in differential equations
β Scribed by Bruno Van Den Bosch; Leon Hellinckx
- Publisher
- American Institute of Chemical Engineers
- Year
- 1974
- Tongue
- English
- Weight
- 646 KB
- Volume
- 20
- Category
- Article
- ISSN
- 0001-1541
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β¦ Synopsis
Abstract
A new objective function for estimating parameters in differential equations, based upon a weighted least squares criterion for the residuals of these equations, is presented. The use of Lobatto quadrature in combination with the collocation technique reduces the original problem to one of minimizing a simple algebraic expression with respect to a series of unknowns. The method can be applied to different types of differential equations as shwon by a series of examples and leads to very good estimates. It becomes particularly useful for systems which are linear in the parameters and for which all states are observable since in this case the usual convergence problem is avoided. The gain in computation time when compared with classical methods is significant.
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