Showing a limited preview of this publication:
We review the asymptotic theory for standard errors in classical ordinary least squares (OLS) inverse or parameter estimation problems involving general nonlinear dynamical systems where sensitivity matrices can be used to compute the asymptotic covariance matrices. We discuss possible pitfalls in computing standard errors in regions of low parameter sensitivity and/or near a steady state solution of the underlying dynamical system.
Key Words: inverse problems,; standard errors,; dynamical systems,; parameter estimation,; sensitivity matrices,; asymptotic theory.
Published Online: 2007-05-31
Published in Print: 2007-04-19
Copyright 2007, Walter de Gruyter
