Parameter Estimation in Differential Equations

K. Schittkowski: Recent Trends in Optimization Theory and Applications, R.P. Agarwal ed., WSSIAA, World Scientific Publishing Co. (1995)
Abstract: We describe an approach to estimate parameters in explicit model functions, dynamic systems of equations, Laplace transformations, systems of ordinary differential equations, differential algebraic equations and systems of partial differential equations. Proceeding from given experimental data, i.e. observation times and measurements, the minimum least squares distance of measured data from a fitting criterion is computed, that depends on the solution of the dynamic system. The practical impact of parameter identification is illustrated by a couple of real life examples. Also some details about implementation and numerical algorithms used, are presented.


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