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Stage‐wise parameter estimation for stiff differential equations
Author(s) -
Srinivasan V.,
Aiken R. C.
Publication year - 1986
Publication title -
aiche journal
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.958
H-Index - 167
eISSN - 1547-5905
pISSN - 0001-1541
DOI - 10.1002/aic.690320204
Subject(s) - mathematics , ordinary differential equation , singular perturbation , perturbation (astronomy) , estimation theory , differential equation , mathematical optimization , mathematical analysis , algorithm , physics , quantum mechanics
The use of singular perturbation approximation for estimating parameters in stiff ordinary differential equations is illustrated. A sequential parameter estimation approach, in which the difficult‐to‐estimate parameters are introduced in higher‐order terms of the perturbation solution, is developed and illustrated. This approach is shown to provide excellent initial estimates, to be computationally efficient, and to be insensitive to initial guesses for the parameters. Aspects of data requirements for this problem estimation are discussed.