Chair for System Simulation (Department of Computer Science 10)
ParEst
Home
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
pede01.m
pede21.m
f21.m
eul21.m
Contact
Last modified: 2012-01-24 09:43
dr