کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
10414053 896069 2014 12 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Parameter estimation of delay differential equations: An integration-free LS-SVM approach
موضوعات مرتبط
مهندسی و علوم پایه سایر رشته های مهندسی مهندسی مکانیک
پیش نمایش صفحه اول مقاله
Parameter estimation of delay differential equations: An integration-free LS-SVM approach
چکیده انگلیسی
This paper introduces an estimation method based on Least Squares Support Vector Machines (LS-SVMs) for approximating time-varying as well as constant parameters in deterministic parameter-affine delay differential equations (DDEs). The proposed method reduces the parameter estimation problem to an algebraic optimization problem. Thus, as opposed to conventional approaches, it avoids iterative simulation of the given dynamical system and therefore a significant speedup can be achieved in the parameter estimation procedure. The solution obtained by the proposed approach can be further utilized for initialization of the conventional nonconvex optimization methods for parameter estimation of DDEs. Approximate LS-SVM based models for the state and its derivative are first estimated from the observed data. These estimates are then used for estimation of the unknown parameters of the model. Numerical results are presented and discussed for demonstrating the applicability of the proposed method.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Communications in Nonlinear Science and Numerical Simulation - Volume 19, Issue 4, April 2014, Pages 830-841
نویسندگان
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