IDENTIFICATION OF DIFFERENTIAL SYSTEMS WITH TIME-VARYING COEFFICIENTS
RAND CORP SANTA MONICA CA
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Consideration is given to the problem of obtaining an optimal fit to observed data by determining successive approximating systems of linear differential equations with time-varying coefficients. This latter characteristic introduces little additional complexity in applying the differential approximation and quasilinearization methods used in the time-invariant case. Two examples are considered in order to demonstrate the method.
- Theoretical Mathematics