How to do parameter estimation of a ODE based model?
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I would like to do parameter estimation of a ODE based model, does anyone have some clues how to do it in MATLAB?
Does anyone know a good way to merge MATLAB with Python so that I do not need to switch back and forth?
Arkadiy Turevskiy on 2 Jan 2013
Edited: Arkadiy Turevskiy on 2 Jan 2013
There are actually many ways you could do it:
1. Implement your model, write a cost function, and use Optimization Toolbox to minimize this cost function by fitting parameters to have model output match the data.
2. Use gray-box system identification capabilities of System Identification Toolbox. See examples in the section called Nonlinear Grey-Box Model Identification on this page.
Many of these options are explained in more detail in the parameter estimation page.
Babak on 2 Jan 2013
There are lessons on how to design an observer for a system in controls theory.
They use the output of the estimator as the input to the controller.
Please google, "observer design" to find links on how to do it.
The observer is to estimate the states of the system which is made up of ODEs.