Parameter Estimation for Differential Equations: a Generalized Smoothing Approach
微分方程参数估计:广义平滑方法
Summary We propose a new method for estimating parameters in models that are defined by a system of non-linear differential equations. Such equations represent changes in system outputs by linking the behaviour of derivatives of a process to the behaviour of the process itself. Current methods for estimating parameters in differential equations from noisy data are computationally intensive and often poorly suited to the realization of statistical objectives such as inference…