Standard Errors and Confidence Intervals in Inverse Problems: Sensitivity and Associated Pitfalls
Abstract
We review the asymptotic theory for standard errors in classical ordinary least squares (OLS) inverse or parameter estimation problems involving general nonlinear dynamical systems where sensitivity matrices can be used to compute the asymptotic covariance matrices. We discuss possible pitfalls in computing standard errors in regions of low parameter sensitivity and/or near a steady state solution of the underlying dynamical system.
Document Details
- Document Type
- Technical Report
- Publication Date
- Mar 02, 2006
- Accession Number
- ADA444601
Entities
People
- H. Thomas Banks
- Sarah L. Grove
- Stacey L. Ernstberger
Organizations
- North Carolina State University