Parametric Estimation of Ordinary Differential Equations With Orthogonality Conditions
利用正交条件估计常微分方程参数
Differential equations are commonly used to model dynamical deterministic systems in applications. When statistical parameter estimation is required to calibrate theoretical models to data, classical statistical estimators are often confronted to complex and potentially ill-posed optimization problem. As a consequence, alternative estimators to classical parametric estimators are needed for obtaining reliable estimates. We propose a gradient matching approach for the…