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Stability Problems in ODE Estimation

In: Modeling, Simulation and Optimization of Complex Processes

Author

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  • Michael R. Osborne

    (Australian National University, Mathematical Sciences Institute)

Abstract

The main question addressed is how does the stability of the underlying differential equation system impact on the computational performance of the two major estimation methods, the embedding and simultaneous algorithms. It is shown there is a natural choice of boundary conditions in the embedding method, but the applicability of the method is still restricted by the requirement that this optimal formulation as a boundary value problem be stable. The most attractive implementation of the simultaneous method would appear to be the null space method. Numerical evidence is presented that this is at least as stable as methods that depend on stability of the boundary value formulation.

Suggested Citation

  • Michael R. Osborne, 2008. "Stability Problems in ODE Estimation," Springer Books, in: Hans Georg Bock & Ekaterina Kostina & Hoang Xuan Phu & Rolf Rannacher (ed.), Modeling, Simulation and Optimization of Complex Processes, pages 459-470, Springer.
    • Handle: RePEc:spr:sprchp:978-3-540-79409-7_32
    DOI: 10.1007/978-3-540-79409-7_32
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