Parameter estimation in multifactor uncertain differential equation

Article type: Research Article

Authors: Zhang, Nan^a | Sheng, Yuhong^{a; *} | Zhang, Jing^a | Wang, Xiaoli^b

Affiliations: [a] College of Mathematical and System Sciences, Xinjiang University, Urumqi, China | [b] College of Information Science and Engineering, Xinjiang University, Urumqi, China

Correspondence: [*] Corresponding author. Yuhong Sheng, College of Mathematical and System Sciences, Xinjiang University, Urumqi 830046, China. Tel.: +86 18167978160; E-mail: znlry@stu.xju.edu.cn.

Abstract: In uncertainty theory, parameter estimation of uncertain differential equation is a very important research direction. The parameter estimation of multifactor uncertain differential equation needs to be solved. Multifactor uncertain differential equation is a differential equation driven by multiple Liu processes. The paper introduces two methods to solve the unknown parameters of the multifactor uncertain differential equation, they are the method of moment estimation and the method of least squares estimation. Several numerical examples are used to illustrate the proposed parameter estimation methods.

Keywords: Uncertainty theory, multifactor uncertain differential equation, parameter estimation

DOI: 10.3233/JIFS-202891

Journal: Journal of Intelligent & Fuzzy Systems, vol. 41, no. 2, pp. 2865-2878, 2021