Optimal Weighting for Improving Practical Identifiability in DPS Parameter Estimation Problems
Abstract
In this paper we present a method for improving the practical identifiability for output least squares estimation of parameters in ordinary or partial differential equations. A method of calculation of a weighting factor is presented which orthonormalizes the sensitivity functions and so increases the efficiency of the minimization algorithm. The positiveness of this weight is obtained by regularization. The method has been tested numerically on simple problems of parmeter estimation on a heat equation.