Parameter estimation for uncertain fractional differential equations

Liu He (), Yuanguo Zhu () and Ziqiang Lu ()
Additional contact information
Liu He: Nanjing University of Science and Technology
Yuanguo Zhu: Nanjing University of Science and Technology
Ziqiang Lu: Nanjing Audit University

Fuzzy Optimization and Decision Making, 2023, vol. 22, issue 1, No 5, 103-122

Abstract: Abstract Since the concept of uncertain fractional differential equations was proposed, its wide range of applications have urged us to consider parameter estimation for uncertain fractional differential equations. In this paper, based on the definition of Liu process, we construct a function of unknown parameters which follows a standard normal uncertainty distribution. Then the method of moments is used to build a system of equations whose solutions are the estimated values of unknown parameters. After that, an algorithm of parameter estimation for a special uncertain fractional differential equation is proposed. Finally, the algorithm is applied to two numerical examples and the acceptability of the estimated parameters is proved by using uncertain hypothesis test.

Keywords: Uncertain fractional differential equations; Parameter estimation; Liu process; Uncertainty distribution; Method of moments; Uncertain hypothesis test (search for similar items in EconPapers)
Date: 2023
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (4)

Downloads: (external link)
http://link.springer.com/10.1007/s10700-022-09385-0 Abstract (text/html)
Access to the full text of the articles in this series is restricted.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:fuzodm:v:22:y:2023:i:1:d:10.1007_s10700-022-09385-0

Ordering information: This journal article can be ordered from
http://www.springer.com/journal/10700

DOI: 10.1007/s10700-022-09385-0

Access Statistics for this article

Fuzzy Optimization and Decision Making is currently edited by Shu-Cherng Fang and Boading Liu

More articles in Fuzzy Optimization and Decision Making from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().