Robust estimation of parameters in nonlinear ordinary differential equation models |
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Authors: | Yanping Qiu Tao Hu Baosheng Liang Hengjian Cui |
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Institution: | 1.School of Mathematical Sciences,Beijing Normal University,Beijing,China;2.School of Mathematical Sciences and BCMIIS,Capital Normal University,Beijing,China;3.School of Mathematical Sciences,Beijing Normal University,Beijing,China |
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Abstract: | Ordinary differential equation (ODE) models are widely used to model dynamic processes in many scientific fields. Parameter estimation is usually a challenging problem, especially in nonlinear ODE models. The most popular method, nonlinear least square estimation, is shown to be strongly sensitive to outliers. In this paper, robust estimation of parameters using M-estimators is proposed, and their asymptotic properties are obtained under some regular conditions. The authors also provide a method to adjust Huber parameter automatically according to the observations. Moreover, a method is presented to estimate the initial values of parameters and state variables. The efficiency and robustness are well balanced in Huber estimators, which is demonstrated via numerical simulations and chlorides data analysis. |
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