Robust Parameter Estimation Based on Huber Estimator in Systems of Differential Equations

Tanja Binder () and Ekaterina Kostina ()
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Tanja Binder: University of Marburg, Department of Mathematics and Computer Science
Ekaterina Kostina: University of Marburg, Department of Mathematics and Computer Science

A chapter in Modeling, Simulation and Optimization of Complex Processes, 2012, pp 13-23 from Springer

Abstract: Abstract The paper discusses the use of the Huber estimator for parameter estimation problems which are constrained by a system of ordinary differential equations. In particular, a local and global convergence analysis for the estimation with the Huber estimator is given. For comparison, numerical results are given for an estimation with this estimator and both l 1 estimation and the least squares approach for a parameter estimation problem for a chemical process.

Keywords: Line Search; Strict Complementarity; Parameter Estimation Problem; Exact Penalty Function; Partition Constant (search for similar items in EconPapers)
Date: 2012
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-3-642-25707-0_2

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DOI: 10.1007/978-3-642-25707-0_2

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