Moments estimation for multi-factor uncertain differential equations based on residuals

被引：0
作者：
Linjie Yao
Yuhong Sheng
机构：
[1] Xinjiang University,College of Mathematics and System Science
来源：
Soft Computing | 2023年 / 27卷
关键词：
Uncertainty theory; Multi-factor uncertain differential equation; Parameter estimation; Residual;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
Parameter estimation is always the focus of constructing differential equations to simulate dynamic systems. In order to estimate unknown parameters in multi-factor uncertain differential equations, the definition of residuals is presented and important properties of residuals are demonstrated. Based on the property that the residuals obey the linear uncertainty distribution, moment estimation of the unknown parameters in the multi-factor uncertain differential equation is performed and the reasonableness of the parameter estimation results is verified. Some examples with real data are given to demonstrate the feasibility of the method.
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收藏
页码：11193 / 11203
页数：10
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