Parameter range reduction from partial data in systems of differential algebraic equations

JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS

卷:372

Article

Skelton, Andrew¹  Willms, Allan R.² 

[1] York Univ, Dept Math & Stat, N520 Ross,4700 Keele St, Toronto, ON M3J 1P3, Canada

[2] Univ Guelph, Dept Math & Stat, 50 Stone Rd E, Guelph, ON N1G 2W1, Canada

关键词: Parameter estimation;    Differential algebraic equations;    Monotonic discretizations;    Interval arithmetic;   

DOI  :  10.1016/j.cam.2019.112698

来源: Elsevier

【 摘 要 】

This paper presents an algorithm for parameter range reduction from partial data in systems of differential algebraic equations. Interval arithmetic and linear multistep discretizations are used to prune regions of parameter space that are inconsistent with available time series data. Methods of splitting parameter space to ensure further progress are discussed. The algorithm outputs a reduced range and an approximation for each parameter value. These outputs are shown to have beneficial effect as input to traditional parameter estimation schemes. The range reduction algorithm is tested on three systems with partial data sets. (C) 2019 Elsevier B.V. All rights reserved.

【 授权许可】

Free