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Dept. of Computer Science  >  Computer Science 10  >  Teaching  >  Courses  >  SS 2011  >  Parameter Estimation for ODEs

Parameter Estimation for ODEs


Lecturer: Lennart Edsberg
Exercises: Daniel Ritter
Extent: 2 SWS, 2 ECTS
Intended Audience: Primarily students of the Bavarian Graduate School in Computational Engineering and students who apply for the double master degree with KTH Stockholm.
If space is available also other students from related fields are welcome.
Annotation: The number of participants is limited.
Register now via email to daniel.ritter@informatik.uni-erlangen.de!

Place and time:

Room:
Lectures : 0.111, Cauerstrasse 6.
Tutorials: 0.139, Cauerstrasse 6.

Date: August 16th-19th
Time: 10 a.m.- 5 p.m. (approximately)

Overview:

  • Aug 16
    • Introductory example, first try with MATLAB-library functions
    • Convergence investigations. Different formulations of the parameter estimation problem.
    • Overview of alternative formulations
    • Lab exercise
  • Aug 17
    • Nonlinear least squares problems,
    • Gauss-Newton's method with variants,
    • QR and SVD factorizations,
    • ill-conditioning
    • Lab exercise
  • Aug 18
    • Sensitivity analysis of computed parameters,
    • numerical simulations of uncertainties,
    • estimation of statistical parameters
    • Lab exercise
  • Aug 19
    • Use of the adjoint equation to approximate jacobians
    • Lab exercise

Materials (MATLAB Code) for the Lab Exercises

  Contact Last modified: 2012-01-24 09:43   dr