Parameter estimation in differential equation models with constrained states

نویسندگان

  • David A. Campbell
  • Giles Hooker
  • Kim B. McAuley
چکیده

We introduce a method to estimate parameters and states from a differential equation model while enforcing interpretability constraints such as monotone or non-negative states. We motivate the methodology using a real data chemical engineering example and show that a variety of restrictive constraints from earlier analyses do not address the problem of interpretability. Our proposed method estimates parameters using a smoothing-based relaxation of the model to enforce interpretability of the observed and unobserved system states. Copyright © 2012 John Wiley & Sons, Ltd.

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تاریخ انتشار 2009