Dynamic model Parameter confidence Interval using Cramer-Rao lower bound FIM

I am well versed on parameter Estimation for system dynamic models (system ODEs/DAEs), and confidence interval of parameters using Bootstrap resampling. However, I would be delighted to know how the CI is estimated using Cramer-Rao lower bound FIM using Matlab implementation, or pseudocode.
For example: Experimental data Y is time versus two state variable x1, x2. we know dx1/dt= f(x1,x2, t, theta); dx2/dt=g(x1,x2, t, theta). theta is the paramater vector.

답변 (0개)

카테고리

도움말 센터File Exchange에서 Problem-Based Optimization Setup에 대해 자세히 알아보기

질문:

2020년 7월 11일

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by