Abstract

An iterative algorithm for identifying unknown parameters of a mathematical model based on the Bayesian approach is proposed, which makes it possible to determine the most probable maximum informative estimates of these parameters. The example of the mathematical model of mass transfer dynamics shows the algorithm for finding the most probable and most informative estimate of the vector of unknown parameters, and also an analysis of the sequence of the corresponding steps is given. The results of computational experiments showed a significant dependence of the results of the calculations on the choice of the initial approximation point and slowing down the rate of convergence of the iterative process (and even its divergence) with an unsuccessful choice of the initial approximation. The validity of the obtained results is provided by analytical conclusions, the results of computational experiments, and statistical modeling. The results of computational experiments make it possible to assert that the proposed algorithm has a sufficiently high convergence for a given degree of accuracy and makes it possible to derive not only estimates of point values of mathematical model parameters based on a posteriori analysis, but also confidence intervals of these estimates. At the same time, it should be noted that the results of calculations depend significantly on the choice of the initial approximation point and the slowing of the convergence rate of the iterative process with an unsuccessful choice of the initial approximation. Analytical studies and results of calculations confirm the effectiveness of the proposed identification algorithm, which makes it possible, with the help of active, purposeful experiments, to build more accurate mathematical models. In accordance with the algorithm, a program was developed in the MatLab mathematics package and computational experiments were performed.

Full Text
Published version (Free)

Talk to us

Join us for a 30 min session where you can share your feedback and ask us any queries you have

Schedule a call