Estimating unknown parameters in uncertain differential equation by maximum likelihood estimation.

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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]
Copyright of Soft Computing - A Fusion of Foundations, Methodologies & Applications is the property of Springer Nature and its content may not be copied or emailed to multiple sites without the copyright holder's express written permission. Additionally, content may not be used with any artificial intelligence tools or machine learning technologies. However, users may print, download, or email articles for individual use. This abstract may be abridged. No warranty is given about the accuracy of the copy. Users should refer to the original published version of the material for the full abstract. (Copyright applies to all Abstracts.)
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  Data: Estimating unknown parameters in uncertain differential equation by maximum likelihood estimation.
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  Data: <searchLink fieldCode="AR" term="%22Liu%2C+Yang%22">Liu, Yang</searchLink><relatesTo>1</relatesTo> (AUTHOR)<br /><searchLink fieldCode="AR" term="%22Liu%2C+Baoding%22">Liu, Baoding</searchLink><relatesTo>1</relatesTo> (AUTHOR)<i> liu@tsinghua.edu.cn</i>
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  Data: <searchLink fieldCode="DE" term="%22Maximum+likelihood+statistics%22">Maximum likelihood statistics</searchLink><br /><searchLink fieldCode="DE" term="%22Differential+equations%22">Differential equations</searchLink><br /><searchLink fieldCode="DE" term="%22Linear+differential+equations%22">Linear differential equations</searchLink><br /><searchLink fieldCode="DE" term="%22Parameter+estimation%22">Parameter estimation</searchLink>
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  Data: 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]
– Name: AbstractSuppliedCopyright
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  Data: <i>Copyright of Soft Computing - A Fusion of Foundations, Methodologies & Applications is the property of Springer Nature and its content may not be copied or emailed to multiple sites without the copyright holder's express written permission. Additionally, content may not be used with any artificial intelligence tools or machine learning technologies. However, users may print, download, or email articles for individual use. This abstract may be abridged. No warranty is given about the accuracy of the copy. Users should refer to the original published version of the material for the full abstract.</i> (Copyright applies to all Abstracts.)
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        Value: 10.1007/s00500-022-06766-w
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      – Code: eng
        Text: English
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      – SubjectFull: Maximum likelihood statistics
        Type: general
      – SubjectFull: Differential equations
        Type: general
      – SubjectFull: Linear differential equations
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      – SubjectFull: Parameter estimation
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              Text: Mar2022
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