Parameter estimation in multifactor uncertain differential equation-Reference-Cited by-同舟云学术

Parameter estimation in multifactor uncertain differential equation

Published:2021-09-15 Issue:2 Volume:41 Page:2865-2878
ISSN:1064-1246
Container-title:Journal of Intelligent & Fuzzy Systems
language:
Short-container-title:IFS

Author:

Zhang Nan¹,Sheng Yuhong¹,Zhang Jing¹,Wang Xiaoli²

Affiliation:

1. College of Mathematical and System Sciences, Xinjiang University, Urumqi, China

2. College of Information Science and Engineering, Xinjiang University, Urumqi, China

Abstract

In uncertainty theory, parameter estimation of uncertain differential equation is a very important research direction. The parameter estimation of multifactor uncertain differential equation needs to be solved. Multifactor uncertain differential equation is a differential equation driven by multiple Liu processes. The paper introduces two methods to solve the unknown parameters of the multifactor uncertain differential equation, they are the method of moment estimation and the method of least squares estimation. Several numerical examples are used to illustrate the proposed parameter estimation methods.

Publisher

IOS Press

Subject

Artificial Intelligence,General Engineering,Statistics and Probability

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