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Parameter estimation of ordinary differential equations

Li, Zheng Feng; Osborne, Michael; Prvan, Tania

Description

This paper addresses the development of a new algorithm for parameter estimation of ordinary differential equations. Here, we show that (1) the simultaneous approach combined with orthogonal cyclic reduction can be used to reduce the estimation problem to an optimization problem subject to a fixed number of equality constraints without the need for structural information to devise a stable embedding in the case of non-trivial dichotomy and (2) the Newton approximation of the Hessian information...[Show more]

CollectionsANU Research Publications
Date published: 2005
Type: Journal article
URI: http://hdl.handle.net/1885/79855
Source: IMA Journal of Numerical Analysis
DOI: 10.1093/imanum/drh016

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