Authors
Yuhong Sheng, Kai Yao, Xiaowei Chen
Publication date
2019/9/6
Journal
IEEE Transactions on Fuzzy Systems
Volume
28
Issue
10
Pages
2651-2655
Publisher
IEEE
Description
Uncertain differential equations are a type of differential equations driven by Liu processes. How to estimate the parameters in an uncertain differential equation based on the observed data is a crucial problem in the real applications of these equations. By means of the least squares estimation, this article proposes a principle of minimum noise as an approach to the problem. Following this principle, the estimates of the parameters in some special types of uncertain differential equations are derived, which are represented as functions of the observed data. In addition, some numerical experiments are performed to illustrate the principle.
Total citations
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Scholar articles
Y Sheng, K Yao, X Chen - IEEE Transactions on Fuzzy Systems, 2019