Stochastic differential equations as a tool to regularize the parameter estimation problem for continuous time dynamical systems given discrete time measurements
Journal article, 2014
Stochastic differential equations
Ordinary differential equations
Parameter estimation
Lotka–Volterra
Extended Kalman filter
FitzHugh–Nagumo
Author
Jacob Leander
Chalmers, Mathematical Sciences, Mathematics
University of Gothenburg
Torbjörn Lundh
Chalmers, Mathematical Sciences, Mathematics
University of Gothenburg
Mats Jirstrand
Fraunhofer-Chalmers Centre
Mathematical Biosciences
0025-5564 (ISSN) 18793134 (eISSN)
Vol. 251 1 54-62Subject Categories
Computational Mathematics
Probability Theory and Statistics
Roots
Basic sciences
Areas of Advance
Life Science Engineering (2010-2018)
DOI
10.1016/j.mbs.2014.03.001