Bibliographic Details
| Title: |
Estimating unknown parameters in uncertain differential equation by maximum likelihood estimation. |
| Authors: |
Liu, Yang1 (AUTHOR), Liu, Baoding1 (AUTHOR) liu@tsinghua.edu.cn |
| Source: |
Soft Computing - A Fusion of Foundations, Methodologies & Applications. Mar2022, Vol. 26 Issue 6, p2773-2780. 8p. |
| Subjects: |
Maximum likelihood statistics, Differential equations, Linear differential equations, Parameter estimation |
| Abstract: |
Parameter estimation has become a crucial issue in the development of uncertain differential equation. This paper presents a new parameter estimation method in uncertain differential equation based on uncertain maximum likelihood estimation, and gives some analytical formulae of the uncertain maximum likelihood estimators in special linear uncertain differential equations. In addition, some numerical examples are provided to illustrate this parameter estimation method. [ABSTRACT FROM AUTHOR] |
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| Database: |
Engineering Source |
