Rigorous parameter reconstruction for differential equations with noisy data

Tomas Johnson, Warwick Tucker

Research output: Contribution to journalArticleResearchpeer-review

23 Citations (Scopus)

Abstract

We present a method that-given a data set, a finitely parametrized system of ordinary differential equations (ODEs), and a search space of parameters-discards portions of the search space that are inconsistent with the model ODE and data. The method is completely rigorous as it is based on validated integration of the vector field. As a consequence, no consistent parameters can be lost during the pruning phase. For data sets with moderate levels of noise, this yields a good reconstruction of the underlying parameters. Several examples are included to illustrate the merits of the method.

Original languageEnglish
Pages (from-to)2422-2426
Number of pages5
JournalAutomatica
Volume44
Issue number9
DOIs
Publication statusPublished - 1 Sept 2008
Externally publishedYes

Keywords

  • Interval analysis
  • Ordinary differential equations
  • Parameter estimation
  • Rigorous numerics

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