A Maximum Likelihood Estimation Framework for the Exponential Differential Equation Model

被引:0
作者
Mahmoud, Ahmed Adly [1 ]
Dass, Sarat Chandra [1 ]
Muthuvalu, Mohana S. [2 ]
机构
[1] Univ Teknol PETRONAS, Fundamental & Appl Sci Dept, Fac Sci & Informat Technol, Tronoh 31750, Perak, Malaysia
[2] Univ Teknol PETRONAS, Dept Petr Engn, Fac Geosci & Petr Engn, Tronoh 31750, Perak, Malaysia
来源
2015 INTERNATIONAL CONFERENCE ON COMPUTER, CONTROL, INFORMATICS AND ITS APPLICATIONS (IC3INA) | 2015年
关键词
Ordinary Differential Equations (ODEs); Delay Differential Equations (DDEs); Exponential Delay Differential Equation Model (EDDEM); Maximum Likelihood Estimation (MLE); PARAMETER-ESTIMATION; DYNAMIC-MODELS; POPULATIONS;
D O I
暂无
中图分类号
TP39 [计算机的应用];
学科分类号
081203 ; 0835 ;
摘要
In this paper we propose the maximum likelihood method of estimation for Delay Differential Equation Model governed by unknown delay and other parameters of interest. As an example we consider the Exponential Differential Equation Model. A grid based estimation framework is proposed. Our methodology estimates correctly the delay parameter as well as the initial starting value of the dynamical system based on simulation data.
引用
收藏
页码:23 / 27
页数:5
相关论文
共 50 条
[41]   Class Quantification of Aerial Images using Maximum Likelihood Estimation [J].
Wanarse, Satish S. ;
Patil, Tejas G. ;
Patankar, Sanika S. ;
Kulkarni, Jayant V. .
2014 FIRST INTERNATIONAL CONFERENCE ON NETWORKS & SOFT COMPUTING (ICNSC), 2014, :345-347
[42]   Maximum likelihood estimation for randomized shortest paths with trajectory data [J].
Kivimaki, Ilkka ;
Van Moorter, Bram ;
Panzacchi, Manuela ;
Saramaki, Jari ;
Saerens, Marco .
JOURNAL OF COMPLEX NETWORKS, 2020, 8 (04) :1-42
[43]   Robust maximum-likelihood estimation of multivariable dynamic systems [J].
Gibson, S ;
Ninness, B .
AUTOMATICA, 2005, 41 (10) :1667-1682
[44]   Maximum Likelihood Recursive Least Squares Estimation for Multivariable Systems [J].
Junhong Li ;
Feng Ding ;
Ping Jiang ;
Daqi Zhu .
Circuits, Systems, and Signal Processing, 2014, 33 :2971-2986
[45]   Maximum likelihood estimation for multiscale Ornstein-Uhlenbeck processes [J].
Zhang, Fan ;
Papavasiliou, Anastasia .
STOCHASTICS-AN INTERNATIONAL JOURNAL OF PROBABILITY AND STOCHASTIC PROCESSES, 2018, 90 (06) :807-835
[46]   MAXIMUM LIKELIHOOD SNR ESTIMATION FOR ASYNCHRONOUSLY OVERSAMPLED OFDM SIGNALS [J].
Lopez-Valcarce, Roberto ;
Mosquera, Carlos .
2008 IEEE 9TH WORKSHOP ON SIGNAL PROCESSING ADVANCES IN WIRELESS COMMUNICATIONS, VOLS 1 AND 2, 2008, :26-30
[47]   APPROXIMATED MAXIMUM LIKELIHOOD ESTIMATION OF PARAMETERS OF DISCRETE STABLE FAMILY [J].
Slamova, Lenka ;
Klebanov, Lev B. .
KYBERNETIKA, 2014, 50 (06) :1065-1076
[48]   ESTIMATION ACCURACY OF NON-STANDARD MAXIMUM LIKELIHOOD ESTIMATORS [J].
Kbayer, N. ;
Galy, J. ;
Chaumette, E. ;
Vincent, F. ;
Renaux, A. ;
Larzabal, P. .
2017 IEEE INTERNATIONAL CONFERENCE ON ACOUSTICS, SPEECH AND SIGNAL PROCESSING (ICASSP), 2017, :4461-4465
[49]   PERFORMANCE BREAKDOWN PREDICTION FOR MAXIMUM-LIKELIHOOD DOA ESTIMATION [J].
Abramovich, Yuri ;
Johnson, Ben .
2010 IEEE INTERNATIONAL CONFERENCE ON ACOUSTICS, SPEECH, AND SIGNAL PROCESSING, 2010, :2594-2597
[50]   Maximum-likelihood based estimation of the Nakagami m parameter [J].
Cheng, JL ;
Beaulieu, NC .
IEEE COMMUNICATIONS LETTERS, 2001, 5 (03) :101-103