IDENTIFICATION OF DIFFERENTIAL SYSTEMS WITH TIME-VARYING COEFFICIENTS
Abstract
Consideration is given to the problem of obtaining an optimal fit to observed data by determining successive approximating systems of linear differential equations with time-varying coefficients. This latter characteristic introduces little additional complexity in applying the differential approximation and quasilinearization methods used in the time-invariant case. Two examples are considered in order to demonstrate the method.
Document Details
- Document Type
- Technical Report
- Publication Date
- Nov 01, 1964
- Accession Number
- AD0607755
Entities
People
- Brian Gluss
- R A Roth
- Richard E. Bellman
Organizations
- RAND Corporation