Generalized moment estimation for uncertain differential equations

作者:

Highlights:

• Propose generalized moment estimation for unknown parameters in uncertain differential equations.

• Compare the generalized moment estimation with the existing moment estimation.

• Numerical and real data examples illustrate the rationality and superiority of the generalized moment estimation.

摘要

•Propose generalized moment estimation for unknown parameters in uncertain differential equations.•Compare the generalized moment estimation with the existing moment estimation.•Numerical and real data examples illustrate the rationality and superiority of the generalized moment estimation.

论文关键词:Uncertain differential equation,Parameter estimation,Generalized moment estimation,Uncertainty theory

论文评审过程:Received 28 December 2019, Revised 24 September 2020, Accepted 3 October 2020, Available online 19 October 2020, Version of Record 19 October 2020.

论文官网地址:https://doi.org/10.1016/j.amc.2020.125724