IGPE – Incremental Global Parameter Estimation IGPE is a novel pseudo-deterministic method fort he global estimation of parameters in dynamical systems. The method is described in detail in [1] and this web page contains additional material to ease the application of the method. The basic idea of IGPE is to estimate state derivatives based on measurement data, thereby transforming the originally dynamic parameter estimation to an algebraic one. The algebraic problem can next be solved to its global optimum using readily (and freely) available software as for instance BARON (which can be used free of charge via the NEOS optimization server). Finally a local dynamic parameter estimation problem is solved using the estimates obtained in the previous step as initial guess. This last step is necessary since a bias is inevitably introduced in the first step, the estimation of state derivatives, and guarantees that the final estimates are optimal in a statistical sense. Our experience is that this heuristic procedure typically yields the global optimum to the original problem, although no guarantee can be given. (Source: http://plato.asu.edu)

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