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

Binder, Tanja; Kostina, Ekaterina

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

Tanja Binder⁵ &
Ekaterina Kostina⁵

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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.

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References

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Authors and Affiliations

Department of Mathematics and Computer Science, University of Marburg, Hans-Meerwein-Str., 35032, Marburg, Germany
Tanja Binder & Ekaterina Kostina

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Tanja Binder
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Ekaterina Kostina
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Correspondence to Tanja Binder .

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Editors and Affiliations

Interdisziplinäres Zentrum für, Wissenschaftliches Rechnen (IWR), Universität Heidelberg, Im Neuenheimer Feld 368, Heidelberg, 69120, Germany
Hans Georg Bock
and Technology (VAST), Institute of Mathematics, Vietnamese Academy of Science, Hoang Quoc Viet Road, Hanoi, 10307, Vietnam
Xuan Phu Hoang
, Interdisciplinary Center for, University of Heidelberg, Im Neuenheimer Feld 368, Heidelberg, 69120, Germany
Rolf Rannacher
, Interdisciplinary Center for, University of Heidelberg, Im Neuenheimer Feld 368, Heidelberg, 69120, Germany
Johannes P. Schlöder

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Binder, T., Kostina, E. (2012). Robust Parameter Estimation Based on Huber Estimator in Systems of Differential Equations. In: Bock, H., Hoang, X., Rannacher, R., Schlöder, J. (eds) Modeling, Simulation and Optimization of Complex Processes. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-25707-0_2

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DOI: https://doi.org/10.1007/978-3-642-25707-0_2
Published: 21 January 2012
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-642-25706-3
Online ISBN: 978-3-642-25707-0
eBook Packages: Mathematics and StatisticsMathematics and Statistics (R0)

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