Analysis of nonlinear differential equations:: Parameter estimation and model selection

被引:0
|
作者
Horbelt, W
Müller, T
Timmer, J
Melzer, W
Winkler, K
机构
[1] Freiburger Zentrum Datenanal & Modellbildung, D-79104 Freiburg, Germany
[2] Univ Ulm, Inst Angew Physiol, D-89069 Ulm, Germany
[3] Univ Klin Freiburg, Freiburg, Germany
来源
关键词
D O I
暂无
中图分类号
TP [自动化技术、计算机技术];
学科分类号
0812 ;
摘要
We have implemented a method for estimating parameters in systems of nonlinear differential equations which is superior to conventional approaches with respect to reliability and effectiveness. The method is based on the multiple shooting approach introduced by Bock (1983). Different models are compared with respect to their adequacy by means of likelihood ratio tests. We demonstrate the advantages of the algorithm with simulated data and present applications from calcium dynamics in skeletal muscle cells and the human lipoprotein metabolism.
引用
收藏
页码:152 / 158
页数:7
相关论文
共 50 条
  • [21] PARAMETER ESTIMATION IN NONLINEAR MULTIVARIATE STOCHASTIC DIFFERENTIAL EQUATIONS BASED ON SPLITTING SCHEMES
    Pilipovic, Predrag
    Samson, Adeline
    Ditlevsen, Susanne
    ANNALS OF STATISTICS, 2024, 52 (02): : 842 - 867
  • [22] PARAMETER ESTIMATION IN A MODEL OF DYNAMICAL SYSTEM DESCRIBED BY STOCHASTIC DIFFERENTIAL EQUATIONS
    LEBRETON, A
    COMPTES RENDUS HEBDOMADAIRES DES SEANCES DE L ACADEMIE DES SCIENCES SERIE A, 1975, 280 (20): : 1377 - 1380
  • [23] Benchmarking Optimisation Methods for Model Selection and Parameter Estimation of Nonlinear Systems
    Safari, Sina
    Monsalve, Julian Londono
    VIBRATION, 2021, 4 (03): : 648 - 665
  • [24] Bayesian parameter estimation and model selection for strongly nonlinear dynamical systems
    Bisaillon, Philippe
    Sandhu, Rimple
    Khalil, Mohammad
    Pettit, Chris
    Poirel, Dominique
    Sarkar, Abhijit
    NONLINEAR DYNAMICS, 2015, 82 (03) : 1061 - 1080
  • [25] Bayesian parameter estimation and model selection for strongly nonlinear dynamical systems
    Philippe Bisaillon
    Rimple Sandhu
    Mohammad Khalil
    Chris Pettit
    Dominique Poirel
    Abhijit Sarkar
    Nonlinear Dynamics, 2015, 82 : 1061 - 1080
  • [26] Optimal nonlinear dynamic sparse model selection and Bayesian parameter estimation for nonlinear systems
    Adeyemo, Samuel
    Bhattacharyya, Debangsu
    COMPUTERS & CHEMICAL ENGINEERING, 2024, 180
  • [27] An Algorithm for Converting Nonlinear Differential Equations to Integral Equations with an Application to Parameter Estimation from Noisy Data
    Boulier, Francois
    Korporal, Anja
    Lemaire, Francois
    Perruquetti, Wilfrid
    Poteaux, Adrien
    Ushirobira, Rosane
    COMPUTER ALGEBRA IN SCIENTIFIC COMPUTING, CASC 2014, 2014, 8660 : 28 - 43
  • [28] Set Membership State and Parameter Estimation for Nonlinear Differential Equations with Sparse Discrete Measurements
    Marvel, Skylar W.
    Williams, Cranos M.
    PROCEEDINGS 2012 IEEE INTERNATIONAL CONFERENCE ON SYSTEMS, MAN, AND CYBERNETICS (SMC), 2012, : 72 - 77
  • [29] NONLINEAR ESTIMATION FOR PARTIAL DIFFERENTIAL EQUATIONS
    SEINFELD, JH
    CHEMICAL ENGINEERING SCIENCE, 1969, 24 (01) : 75 - &
  • [30] Drift parameter estimation for nonlinear stochastic differential equations driven by fractional Brownian motion
    Hu, Yaozhong
    Nualart, David
    Zhou, Hongjuan
    STOCHASTICS-AN INTERNATIONAL JOURNAL OF PROBABILITY AND STOCHASTIC PROCESSES, 2019, 91 (08) : 1067 - 1091