Generalized moment estimation of multi-dimensional uncertain differential equations

Abstract

Multi-dimensional uncertain differential equations (MUDEs) are often used to describe complex systems that vary with time. In this paper, the generalized moment estimation method is employed to estimate the MUDEs’ unknown parameters. A method to optimize parameters with multiple estimation results is proposed. The hypothesis test and α-path are proposed to verify the feasibility of the parameter results. Several examples of parameter estimation for MUDEs are given, as well as two numerical examples to verify the feasibility of the method.