A maximum likelihood estimation framework for the exponential Differential Equation Model

Ahmed Adly Mahmoud, Sarat Chandra Dass, Mohana S. Muthuvalu

Research output: Chapter in Book/Report/Conference proceedingConference contribution

1 Citation (Scopus)

Abstract

In this paper we propose the maximum likelihood method of estimation for Delay Differential Equation Model governed by unknown delay and other parameters of interest. As an example we consider the Exponential Differential Equation Model. A grid based estimation framework is proposed. Our methodology estimates correctly the delay parameter as well as the initial starting value of the dynamical system based on simulation data.

Original languageEnglish
Title of host publication2015 International Conference on Computer, Control, Informatics and its Applications (IC3INA)
EditorsArnida L. Latifah
PublisherIEEE
Pages23-27
Number of pages5
ISBN (Electronic)9781479987733
DOIs
Publication statusPublished - 11 Jan 2016
Event2015 International Conference on Computer, Control, Informatics and its Applications - Bandung, Indonesia
Duration: 5 Oct 20157 Oct 2015

Conference

Conference2015 International Conference on Computer, Control, Informatics and its Applications
Abbreviated titleIC3INA 2015
CountryIndonesia
CityBandung
Period5/10/157/10/15

Keywords

  • Ordinary Differential Equations (ODEs)
  • Delay Differential Equations (DDEs)
  • Exponential Delay Differential Equation Model (EDDEM)
  • Maximum Likelihood Estimation (MLE)

ASJC Scopus subject areas

  • Computer Networks and Communications
  • Computer Science Applications
  • Information Systems
  • Control and Systems Engineering

Cite this