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Cheng Cosine  
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 More options Oct 24 2009, 9:58 am
Newsgroups: sci.math
From: Cheng Cosine <asec...@gmail.com>
Date: Sat, 24 Oct 2009 02:58:41 -0700 (PDT)
Local: Sat, Oct 24 2009 9:58 am
Subject: Re: ? estimating coef of DE
On Oct 24, 1:20 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 -

Thanks, but in practice any measurement come with noise, which is kind
of

random. Is this why in practice we need to take many measurements? But
why

taking more than the number of measurements required when we have
exact

measurement help our estimation?


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