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. |
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| 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.) | |
| Database: | Engineering Source |
| FullText | Text: Availability: 0 |
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| Header | DbId: egs DbLabel: Engineering Source An: 155501100 AccessLevel: 6 PubType: Academic Journal PubTypeId: academicJournal PreciseRelevancyScore: 0 |
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| Items | – Name: Title Label: Title Group: Ti Data: Estimating unknown parameters in uncertain differential equation by maximum likelihood estimation. – Name: Author Label: Authors Group: Au 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> – Name: TitleSource Label: Source Group: Src Data: <searchLink fieldCode="JN" term="%22Soft+Computing+-+A+Fusion+of+Foundations%2C+Methodologies+%26+Applications%22">Soft Computing - A Fusion of Foundations, Methodologies & Applications</searchLink>. Mar2022, Vol. 26 Issue 6, p2773-2780. 8p. – Name: Subject Label: Subjects Group: Su 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> – Name: Abstract Label: Abstract Group: Ab 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 Label: Group: Ab 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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| RecordInfo | BibRecord: BibEntity: Identifiers: – Type: doi Value: 10.1007/s00500-022-06766-w Languages: – Code: eng Text: English PhysicalDescription: Pagination: PageCount: 8 StartPage: 2773 Subjects: – SubjectFull: Maximum likelihood statistics Type: general – SubjectFull: Differential equations Type: general – SubjectFull: Linear differential equations Type: general – SubjectFull: Parameter estimation Type: general Titles: – TitleFull: Estimating unknown parameters in uncertain differential equation by maximum likelihood estimation. Type: main BibRelationships: HasContributorRelationships: – PersonEntity: Name: NameFull: Liu, Yang – PersonEntity: Name: NameFull: Liu, Baoding IsPartOfRelationships: – BibEntity: Dates: – D: 15 M: 03 Text: Mar2022 Type: published Y: 2022 Identifiers: – Type: issn-print Value: 14327643 Numbering: – Type: volume Value: 26 – Type: issue Value: 6 Titles: – TitleFull: Soft Computing - A Fusion of Foundations, Methodologies & Applications Type: main |
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