Fast stable parameter estimation for linear dynamical systems

DOI10.1016/j.csda.2020.107124OpenAlexW3004560321MaRDI QIDQ830432

Michelle Carey, James O. Ramsay

Publication date: 7 May 2021

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2002.02024

zbMATH Keywords

differential equationsfunctional data analysisparameter cascadingmodel based smoothing

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (3)

Dynamical modeling for non-Gaussian data with high-dimensional sparse ordinary differential equations ⋮ A joint estimation approach to sparse additive ordinary differential equations ⋮ Sparse estimation within Pearson's system, with an application to financial market risk

Uses Software

• fda (R)
• Schittkowski

Cites Work

• Optimization by Simulated Annealing
• Smooth functional tempering for nonlinear differential equation models
• Parameter cascades and profiling in functional data analysis
• Numerical data fitting in dynamical systems. A practical introduction with applications and software. With CD-ROM
• Parameter estimation of ODE's via nonparametric estimators
• Dynamic data analysis. Modeling data with differential equations
• Functional data analysis.
• A Spline Least Squares Method for Numerical Parameter Estimation in Differential Equations
• Parameter Estimation for Differential Equations: a Generalized Smoothing Approach
• Quick and Easy One-Step Parameter Estimation in Differential Equations
• Linear Mixed-Effects Modeling by Parameter Cascading
• Parameter Estimation for Differential Equation Models Using a Framework of Measurement Error in Regression Models
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