Schätzung von Parametern in dynamischen Systemen

For the estimation of parameters in ordinary differential equations (ODEs) from noisy incomplete observations the numerically quite stable multiple shooting approach (Bock, 1981) is available. This approach is to be generalised to ODEs with discontinuous right hand sides, partial differential equations and delay differential equations. Statistical methods for model selection and for the examination of the identifiability of model parameters will be developed. Applications of the developed mathematical methods to laser systems, cellular signal transduction, mechanical engineering and binary fluids are projected.

DFG-Verfahren Schwerpunktprogramme

Teilprojekt zu SPP 1114:  Mathematische Methoden der Zeitreihenanalyse und digitalen Bildverarbeitung