Parameter Estimation in Random Differential Equation Models

Autor: Banks, H. T., Joyner, M. L.
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Zdroj: ETSU Faculty Works.
Druh dokumentu: Text
DOI: 10.32523/2306-3172-2017-5-1-5-44
Popis: We consider two distinct techniques for estimating random parameters in random differential equation (RDE) models. In one approach, the solution to a RDE is represented by a collection of solution trajectories in the form of sample deterministic equations. In a second approach we employ pointwise equivalent stochastic differential equation (SDE) representations for certain RDEs. Each of the approaches is tested using deterministic model comparison techniques for a logistic growth model which is viewed as a special case of a more general Bernoulli growth model. We demonstrate efficacy of the preferred method with experimental data using algae growth model comparisons.
Databáze: Networked Digital Library of Theses & Dissertations