scholarly journals Estimation of Dynamic Models with Nonparametric Simulated Maximum Likelihood

2005 ◽  
Author(s):  
Dennis Kristensen ◽  
Yongseok Shin
Keyword(s):  
Maximum Likelihood ◽  
Dynamic Models ◽  
Simulated Maximum Likelihood

Genetic Algorithm-Based Maximum Likelihood Parameter Estimation for Transit Buses

2001 ◽  
Author(s):  
Jie Xiao ◽  
Bohdan T. Kulakowski
Keyword(s):  
Parameter Estimation ◽  
Maximum Likelihood ◽  
Dynamic Models ◽  
Estimation Method ◽  
Optimization Techniques ◽  
Model Parameters ◽  
Parameter Estimation Method ◽  
Transit Buses ◽  
Simulation And Control ◽  
And Control

Abstract Vehicle dynamic models include parameters that qualify the dependence of input forces and moments on state and control variables. The accuracy of the model parameter estimates is important for modeling, simulation, and control. In general, the most accurate method for determining values of model parameters is by direct measurement. However, some parameters of vehicle dynamics, such as suspension damping or moments of inertia, are difficult to measure accurately. This study aims at establishing an efficient and accurate parameter estimation method for developing dynamic models for transit buses, such that this method can be easily implemented for simulation and control design purposes. Based on the analysis of robustness, as well as accuracy and efficiency of optimization techniques, a parameter estimation method that integrates Genetic Algorithms and the Maximum Likelihood Estimation is proposed. Choices of output signals and estimation criterion are discussed involving an extensive sensitivity analysis of the predicted output with respect to model parameters. Other experiment-related aspects, such as imperfection of data acquisition, are also considered. Finally, asymptotic Cramer-Rao lower bounds for the covariance of estimated parameters are obtained. Computer simulation results show that the proposed method is superior to gradient-based methods in accuracy, as well as robustness to the initial guesses and measurement uncertainty.

Maximum likelihood estimation in nonlinear structured fisheries models using survey and catch-at-age data

2011 ◽  
Vol 68 (10) ◽  
pp. 1717-1731 ◽  
Author(s):  
Christian N. Brinch ◽  
Anne Maria Eikeset ◽  
Nils Chr. Stenseth
Keyword(s):  
Maximum Likelihood ◽  
Gadus Morhua ◽  
Likelihood Function ◽  
Likelihood Estimation ◽  
Maximum Likelihood Estimates ◽  
Simulated Maximum Likelihood ◽  
True Parameter ◽  
Bayesian Techniques ◽  
Age Structured ◽  
Parameter Values

Age-structured population dynamics models play an important role in fisheries assessments. Such models have traditionally been estimated using crude likelihood approximations or more recently using Bayesian techniques. We contribute to this literature with three main messages. Firstly, we demonstrate how to estimate such models efficiently by simulated maximum likelihood using Laplace importance samplers for the likelihood function. Secondly, we demonstrate how simulated maximum likelihood estimates may be validated using different importance samplers known to approach the exact likelihood function in different regions of the parameter space. Thirdly, we show that our method works in practice by Monte Carlo simulations using parameter values as estimated from data on the Northeast Arctic cod ( Gadus morhua ) stock. The simulations suggest that we are able to recover the unknown true maximum likelihood estimates using moderate importance sample sizes and show that we are able to adequately recover the true parameter values.

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