Estimating unknown parameters in uncertain differential equation by maximum likelihood estimation
Abstract Parameter estimation has become a crucial issue in the development of uncertain differential equation. This paper presents a new parameter estimation method in uncertain differential equation based on uncertain maximum likelihood estimation, and gives some analytical formulae of the uncerta...
Ausführliche Beschreibung
Gespeichert in:
| Autor*in: |
Liu, Yang [verfasserIn] |
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| Format: |
E-Artikel |
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| Sprache: |
Englisch |
| Erschienen: |
2022 |
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| Schlagwörter: |
Uncertain differential equation |
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| Anmerkung: |
© The Author(s), under exclusive licence to Springer-Verlag GmbH Germany, part of Springer Nature 2022 |
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| Übergeordnetes Werk: |
Enthalten in: Soft Computing - Springer-Verlag, 2003, 26(2022), 6 vom: 25. Jan., Seite 2773-2780 |
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| Übergeordnetes Werk: |
volume:26 ; year:2022 ; number:6 ; day:25 ; month:01 ; pages:2773-2780 |
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| DOI / URN: |
10.1007/s00500-022-06766-w |
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10.1007/s00500-022-06766-w doi (DE-627)SPR046361553 (SPR)s00500-022-06766-w-e DE-627 ger DE-627 rakwb eng Liu, Yang verfasserin aut Estimating unknown parameters in uncertain differential equation by maximum likelihood estimation 2022 Text txt rdacontent Computermedien c rdamedia Online-Ressource cr rdacarrier © The Author(s), under exclusive licence to Springer-Verlag GmbH Germany, part of Springer Nature 2022 Abstract Parameter estimation has become a crucial issue in the development of uncertain differential equation. This paper presents a new parameter estimation method in uncertain differential equation based on uncertain maximum likelihood estimation, and gives some analytical formulae of the uncertain maximum likelihood estimators in special linear uncertain differential equations. In addition, some numerical examples are provided to illustrate this parameter estimation method. Uncertain differential equation (dpeaa)DE-He213 Parameter estimation (dpeaa)DE-He213 Uncertain maximum likelihood estimation (dpeaa)DE-He213 Uncertainty theory (dpeaa)DE-He213 Liu, Baoding aut Enthalten in Soft Computing Springer-Verlag, 2003 26(2022), 6 vom: 25. Jan., Seite 2773-2780 (DE-627)SPR006469531 nnns volume:26 year:2022 number:6 day:25 month:01 pages:2773-2780 https://dx.doi.org/10.1007/s00500-022-06766-w lizenzpflichtig Volltext GBV_USEFLAG_A SYSFLAG_A GBV_SPRINGER AR 26 2022 6 25 01 2773-2780 |
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10.1007/s00500-022-06766-w doi (DE-627)SPR046361553 (SPR)s00500-022-06766-w-e DE-627 ger DE-627 rakwb eng Liu, Yang verfasserin aut Estimating unknown parameters in uncertain differential equation by maximum likelihood estimation 2022 Text txt rdacontent Computermedien c rdamedia Online-Ressource cr rdacarrier © The Author(s), under exclusive licence to Springer-Verlag GmbH Germany, part of Springer Nature 2022 Abstract Parameter estimation has become a crucial issue in the development of uncertain differential equation. This paper presents a new parameter estimation method in uncertain differential equation based on uncertain maximum likelihood estimation, and gives some analytical formulae of the uncertain maximum likelihood estimators in special linear uncertain differential equations. In addition, some numerical examples are provided to illustrate this parameter estimation method. Uncertain differential equation (dpeaa)DE-He213 Parameter estimation (dpeaa)DE-He213 Uncertain maximum likelihood estimation (dpeaa)DE-He213 Uncertainty theory (dpeaa)DE-He213 Liu, Baoding aut Enthalten in Soft Computing Springer-Verlag, 2003 26(2022), 6 vom: 25. Jan., Seite 2773-2780 (DE-627)SPR006469531 nnns volume:26 year:2022 number:6 day:25 month:01 pages:2773-2780 https://dx.doi.org/10.1007/s00500-022-06766-w lizenzpflichtig Volltext GBV_USEFLAG_A SYSFLAG_A GBV_SPRINGER AR 26 2022 6 25 01 2773-2780 |
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Abstract Parameter estimation has become a crucial issue in the development of uncertain differential equation. This paper presents a new parameter estimation method in uncertain differential equation based on uncertain maximum likelihood estimation, and gives some analytical formulae of the uncertain maximum likelihood estimators in special linear uncertain differential equations. In addition, some numerical examples are provided to illustrate this parameter estimation method. © The Author(s), under exclusive licence to Springer-Verlag GmbH Germany, part of Springer Nature 2022 |
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Abstract Parameter estimation has become a crucial issue in the development of uncertain differential equation. This paper presents a new parameter estimation method in uncertain differential equation based on uncertain maximum likelihood estimation, and gives some analytical formulae of the uncertain maximum likelihood estimators in special linear uncertain differential equations. In addition, some numerical examples are provided to illustrate this parameter estimation method. © The Author(s), under exclusive licence to Springer-Verlag GmbH Germany, part of Springer Nature 2022 |
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