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Algorithm for the continuous estimation of a disturbance in a stochastic differential equation

✍ Scribed by V. L. Rozenberg

Book ID
110190074
Publisher
SP MAIK Nauka/Interperiodica
Year
2011
Tongue
English
Weight
427 KB
Volume
275
Category
Article
ISSN
0081-5438

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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