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Message from discussion ? estimating coef of DE
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Cheng Cosine  
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 More options Nov 7 2009, 2:44 pm
Newsgroups: sci.math
From: Cheng Cosine <asec...@gmail.com>
Date: Sat, 7 Nov 2009 06:44:41 -0800 (PST)
Local: Sat, Nov 7 2009 2:44 pm
Subject: Re: ? estimating coef of DE
On Oct 24, 12:20 am, Ray Vickson <RGVick...@shaw.ca> wrote:

> On Oct 23, 8:09 pm, Cheng Cosine <asec...@gmail.com> wrote:

> > Hi:

> >  Given dy/dt = a*y+f, and we want to estimate the value of a by
> > measuring

> > the value of y for a given f. The question is how many different f
> > should

> > we set as the input so that we have enough output(s) of y to estimate
> > a?

> If y(0) = y0, the solution of the DE is y(t) = -(f/a) + (f+y0*a)*exp
> (a*t)/a, so if you know y0 it is enough to measure y at one non-zero
> value of t. If you don't know y0, you need two measurements, y1 = y
> (t1) and y2 = y(t2). This gives two nonlinear equations to be solved
> for y0 and a. These can be tackled numerically using your favorite
> equation-solving routine.

> R.G. Vickson

> >  Suppose we are dealing with a PDE like pdiff(u, t, 1) = a*pdiff(u, x,
> > 2)+f

> > where pdiff(u, x, 2) means twice partial derivate of u to x. Again we
> > want

> > to estimate a for given f and measuremnt u. What are the extra

> > considerations we have, compared with the case when we deal with

> > only ode?

> >  Thanks,- Hide quoted text -

> - Show quoted text -

 What if the eqn to be estimated is:

1. dy/dt = a*b*y+f -> estimate a and b

  does it mean that one needs to have 2 measurements?

2. dy/dt = ( a+b )*y+f -> estimate a and b

  does it mean that one needs to have 2 measurements?

Some say that one cannot estimate a product of a*b because the value
of the product

is the same for a smaller a multiplied with large b. But this argument
applies as

well when it is a sum of a+b.


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