Nonlinearity, Scale, and Sensitivity for Parameter Estimation Problems
نویسندگان
چکیده
منابع مشابه
Nonlinearity, Scale, and Sensitivity for Parameter Estimation Problems
Uncertainty assessment for parameter estimation problems is considered. It is customary to use confidence regions or intervals to give the precision of the parameter estimates. The method most used, because of modest computational requirements, is linearized covariance analysis. Monte Carlo analysis can be used to check the validity of the linearization for a particular model, but is clearly no...
متن کاملConference: Inverse Problems in Engineering Author: Trond Mannseth Affiliation: Rf-rogaland Research Title: Nonlinearity, Scale, and Sensitivity for Parameter Estimation Problems; Some Implications for Estimation Algorithms
Author: Trond Mannseth Affiliation: RF-Rogaland Research Title: NONLINEARITY, SCALE, AND SENSITIVITY FOR PARAMETER ESTIMATION PROBLEMS; SOME IMPLICATIONS FOR ESTIMATION ALGORITHMS Text: Parameter estimation algorithms that rely on sensitivity information to calculate new parameter updates, are usually based on a linearization of the model function at the current parameter estimate. Hence, both ...
متن کاملParameter estimation, nonlinearity, and Occam's razor.
Nonlinear systems are capable of displaying complex behavior even if this is the result of a small number of interacting time scales. A widely studied case is when complex dynamics emerges out of a nonlinear system being forced by a simple harmonic function. In order to identify if a recorded time series is the result of a nonlinear system responding to a simpler forcing, we develop a discrete ...
متن کاملA Higher Order Sensitivity Analysis of Parameter Estimation Problems
The use of model-based simulation to gain knowledge of unknown phenomena and processes behavior is a challenging task in many natural sciences. In order to get a full description of an underlying process, an important issue is to estimate unknown parameters from real but erroneous observations. Thus the whole system is affected by uncertainties and a sensitivity analysis is necessary. Usually o...
متن کاملEstimation of Scale Parameter Under a Bounded Loss Function
The quadratic loss function has been used by decision-theoretic statisticians and economists for many years. In this paper the estimation of scale parameter under a bounded loss function, which is adequate for assessing quality and quality improvement, is considered with restriction to the principles of invariance and risk unbiasedness. An implicit form of minimum risk scale equivariant ...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: SIAM Journal on Scientific Computing
سال: 2000
ISSN: 1064-8275,1095-7197
DOI: 10.1137/s1064827598339104