フィルターのクリア

Dynamic model Parameter confidence Interval using Cramer-Rao lower bound FIM

2 ビュー (過去 30 日間)
Biswanath Mahanty
Biswanath Mahanty 2020 年 7 月 11 日
I am well versed on parameter Estimation for system dynamic models (system ODEs/DAEs), and confidence interval of parameters using Bootstrap resampling. However, I would be delighted to know how the CI is estimated using Cramer-Rao lower bound FIM using Matlab implementation, or pseudocode.
For example: Experimental data Y is time versus two state variable x1, x2. we know dx1/dt= f(x1,x2, t, theta); dx2/dt=g(x1,x2, t, theta). theta is the paramater vector.

回答 (0 件)

カテゴリ

Help Center および File ExchangeNonlinear Optimization についてさらに検索

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by