Article information

2013 , Volume 18, ¹ 1, p.65-73

Ovsienko A.S.

Parameter identification of anomalous diffusion process on the basis of difference equation

The method of parameter identification for anomalous diffusion process that uses the instantaneous values of experimental observations is described. Iteration procedure is suggested. The method for identification is based on the computation of mean-square estimations for coefficients of linear parametrical discrete model. Results of numerical calculations prove high efficiency and accuracy of the developed algorithm for parameter estimations.

[full text]
Keywords: anomalous diffusion, parameter identification, linear parametrical discrete model, difference equation

Author(s):
Ovsienko Anna Sergeevna
Position: Student
Address: 446206, Russia, Samara
E-mail: sanabella@yandex.ru


Bibliography link:
Ovsienko A.S. Parameter identification of anomalous diffusion process on the basis of difference equation // Computational technologies. 2013. V. 18. ¹ 1. P. 65-73
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