Parameter Estimation for ODEs Using a Cross-Entropy Approach

@article{Wang2013ParameterEF,
  title={Parameter Estimation for ODEs Using a Cross-Entropy Approach},
  author={Bo Wang and Wayne H. Enright},
  journal={SIAM J. Scientific Computing},
  year={2013},
  volume={35}
}
Parameter Estimation for ODEs and DDEs is an important topic in numerical analysis. In this talk, we present a novel approach to address this inverse problem. Cross-entropy algorithms are general algorithm which can be applied to solve global optimization problems. The main steps of cross-entropy methods are first to generate a set of trial samples from a… CONTINUE READING