Parameter Estimation for Differential Equations and Continuous Time Processes

Identification of Dynamic Systems ◽

10.1007/978-3-540-78879-9_15 ◽

2010 ◽

pp. 379-408

Author(s):

Rolf Isermann ◽

Marco Münchhof

Keyword(s):

Parameter Estimation ◽

Differential Equations ◽

Continuous Time ◽

Continuous Time Processes

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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

Mathematical Biosciences ◽

10.1016/j.mbs.2014.03.001 ◽

2014 ◽

Vol 251 ◽

pp. 54-62 ◽

Author(s):

Jacob Leander ◽

Torbjörn Lundh ◽

Mats Jirstrand

Keyword(s):

Parameter Estimation ◽

Dynamical Systems ◽

Differential Equations ◽

Stochastic Differential Equations ◽

Discrete Time ◽

Continuous Time ◽

Estimation Problem ◽

Parameter Estimation Problem

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Constrained Stochastic Differential Equations Driven by Fractional Brownian Motions: Stationarity and Parameter Estimation Problems

10.21236/ada591767 ◽

2013 ◽

Author(s):

Chihoon Lee

Keyword(s):

Parameter Estimation ◽

Differential Equations ◽

Stochastic Differential Equations ◽

Brownian Motions ◽

Fractional Brownian Motions ◽

Estimation Problems

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Continuous Time Processes with Stable Increments

The Journal of Business ◽

10.1086/296024 ◽

1978 ◽

Vol 51 (4) ◽

pp. 601 ◽

Author(s):

J. Huston McCulloch

Keyword(s):

Continuous Time ◽

Continuous Time Processes

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On the conditional density estimation for continuous time processes with values in functional spaces

Statistics & Probability Letters ◽

10.1016/j.spl.2021.109179 ◽

2021 ◽

pp. 109179

Author(s):

Bertrand Maillot ◽

Christophe Chesneau

Keyword(s):

Density Estimation ◽

Continuous Time ◽

Conditional Density ◽

Conditional Density Estimation ◽

Continuous Time Processes

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On the accuracy of parameter estimation for continuous time nonlinear systems from sampled data

IEEE Conference on Decision and Control and European Control Conference ◽

10.1109/cdc.2011.6160410 ◽

2011 ◽

Author(s):

Diego S. Carrasco ◽

Lennart Ljung ◽

Graham C. Goodwin ◽

Juan C. Aguero

Keyword(s):

Parameter Estimation ◽

Nonlinear Systems ◽

Continuous Time ◽

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On parameter estimation of stochastic delay differential equations with guaranteed accuracy by noisy observations

Journal of Statistical Planning and Inference ◽

10.1016/j.jspi.2006.12.001 ◽

2007 ◽

Vol 137 (9) ◽

pp. 3007-3023

Author(s):

Uwe Küchler ◽

Vyacheslav A. Vasil’iev

Keyword(s):

Parameter Estimation ◽

Differential Equations ◽

Delay Differential Equations ◽

Stochastic Delay Differential Equations ◽

Guaranteed Accuracy ◽

Stochastic Delay ◽

Delay Differential

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Parameter estimation of ordinary differential equations

IMA Journal of Numerical Analysis ◽

10.1093/imanum/drh016 ◽

2005 ◽

Vol 25 (2) ◽

pp. 264-285 ◽

Author(s):

Z. Li

Keyword(s):

Parameter Estimation ◽

Differential Equations ◽

Ordinary Differential Equations

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An algebraic continuous time parameter estimation for a sum of sinusoidal waveform signals

International Journal of Adaptive Control and Signal Processing ◽

10.1002/acs.2688 ◽

2016 ◽

Vol 30 (12) ◽

pp. 1689-1713 ◽

Author(s):

Rosane Ushirobira ◽

Wilfrid Perruquetti ◽

Mamadou Mboup

Keyword(s):

Parameter Estimation ◽

Continuous Time ◽

Time Parameter ◽

Sinusoidal Waveform

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Direct and indirect least squares methods in continuous-time parameter estimation

10.1016/0005-1098(87)90027-6 ◽

1987 ◽

Vol 23 (6) ◽

pp. 707-718 ◽

Author(s):

S. Vajda ◽

P. Valkó ◽

K.R. Godfrey

Keyword(s):

Parameter Estimation ◽

Least Squares ◽

Continuous Time ◽

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Estimation of Continuous-Time Processes via the Empirical Characteristic Function

Journal of Business and Economic Statistics ◽

10.1198/073500102317351958 ◽

2002 ◽

Vol 20 (2) ◽

pp. 198-212 ◽

Author(s):

George J Jiang ◽

John L Knight

Keyword(s):

Characteristic Function ◽

Continuous Time ◽

Empirical Characteristic Function ◽

Continuous Time Processes

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