Identification des param\`etres d'un mod\`ele logistique en dynamique des populations avec sortie affine

Autor:	Souilah, Messaoud, Soualah, Imene Sabira
Jazyk:	francouzština
Rok vydání:	2024
Předmět:	Mathematics - Dynamical Systems Mathematics - Statistics Theory 62M05 G.3
Druh dokumentu:	Working Paper
Popis:	We study the parameters identification of a dynamic model of a population living in a given host environment governed by a logistic law. We use a statistic Kullback-Leibler type method to derive the algorithm for estimating the parameters of the model in two levels. The first level AIG is an offline algorithm and global it is obtained using the critical points of the reestimation transformation between two parameters. It estimates the parameters in a global iterative manner starting from a block of data. The second level ARE is adaptive recursive and is used online. It constitutes a refinement of the AIG algorithm. The convergence of the AIG algorithm is an open problem. The convergence of the ARE algorithm is demonstrated by constructing a new model, a new space and a new probability law. Comment: 11 pages, in French language
Databáze:	arXiv
Externí odkaz:	http://arxiv.org/abs/2410.04443 Zobrazit plný text záznamu View this record from Arxiv