Re: Estimation of parameters while fitting data
2008-04-01 00:07:36 GMT
The Problem you are dealing with is not easily solved, especially, when you are dealing with an nonlinear differential equation. However there are methods available though it involves a little background knowledge. I can give you some literature: Braake Braake Bock Briggs: Fitting ordinary differential equations to chaotic data, Phys. Rev. A (1990) These guys use a special kind of least squares fitting, namely a multiple shooting method. In their work it seems to work reasonable, however I think it is very unstable under the influence of any noise. Parlitz Junge Kocarev: Synchronization-based estimation of parameters from time series, PRE (1996) I wrote my diploma thesis on this method and were able to estimate parameters from EEG time series of epileptic patients. The idea is, that the model will synchronize with the data when the model parameters fit the (suspected) parameters of the system most well. If your model fits the data well you should stick to this. I would send you my thesis but it's written in german so it probably won't be of any help. If you have questions, please ask. Yours Justus On Mar 31, 2008, at 11:51 PM, Anne Archibald wrote: > On 31/03/2008, Doreen Mbabazi <doreen <at> aims.ac.za> wrote: > >> Thanks, I tried to do that(by taking err = V-f(y,t,p)[2]) while >> defining(Continue reading)
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