A maximum likelihood estimation framework for the exponential Differential Equation Model

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

doi:10.1109/IC3INA.2015.7377740

A maximum likelihood estimation framework for the exponential Differential Equation Model

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

School of Mathematical & Computer Sciences

Research output: Chapter in Book/Report/Conference proceeding › Conference 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 language	English
Title of host publication	2015 International Conference on Computer, Control, Informatics and its Applications (IC3INA)
Editors	Arnida L. Latifah
Publisher	IEEE
Pages	23-27
Number of pages	5
ISBN (Electronic)	9781479987733
DOIs	https://doi.org/10.1109/IC3INA.2015.7377740
Publication status	Published - 11 Jan 2016
Event	2015 International Conference on Computer, Control, Informatics and its Applications - Bandung, Indonesia Duration: 5 Oct 2015 → 7 Oct 2015

Conference

Conference	2015 International Conference on Computer, Control, Informatics and its Applications
Abbreviated title	IC3INA 2015
Country	Indonesia
City	Bandung
Period	5/10/15 → 7/10/15

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

Access to Document

10.1109/IC3INA.2015.7377740

Link to publication in Scopus

Cite this

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title = "A maximum likelihood estimation framework for the exponential Differential Equation Model",

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.",

keywords = "Ordinary Differential Equations (ODEs), Delay Differential Equations (DDEs), Exponential Delay Differential Equation Model (EDDEM), Maximum Likelihood Estimation (MLE)",

author = "Mahmoud, {Ahmed Adly} and Dass, {Sarat Chandra} and Muthuvalu, {Mohana S.}",

year = "2016",

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booktitle = "2015 International Conference on Computer, Control, Informatics and its Applications (IC3INA)",

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note = "2015 International Conference on Computer, Control, Informatics and its Applications, IC3INA 2015 ; Conference date: 05-10-2015 Through 07-10-2015",

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Mahmoud, AA, Dass, SC & Muthuvalu, MS 2016, A maximum likelihood estimation framework for the exponential Differential Equation Model. in AL Latifah (ed.), 2015 International Conference on Computer, Control, Informatics and its Applications (IC3INA). IEEE, pp. 23-27, 2015 International Conference on Computer, Control, Informatics and its Applications, Bandung, Indonesia, 5/10/15. https://doi.org/10.1109/IC3INA.2015.7377740

A maximum likelihood estimation framework for the exponential Differential Equation Model. / Mahmoud, Ahmed Adly; Dass, Sarat Chandra; Muthuvalu, Mohana S.

2015 International Conference on Computer, Control, Informatics and its Applications (IC3INA). ed. / Arnida L. Latifah. IEEE, 2016. p. 23-27.

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution

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KW - Ordinary Differential Equations (ODEs)

KW - Delay Differential Equations (DDEs)

KW - Exponential Delay Differential Equation Model (EDDEM)

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