Robust Parameter Estimation Based on Huber Estimator in Systems of Differential Equations

  • Tanja Binder
  • Ekaterina Kostina
Conference paper


The paper discusses the use of the Huber estimator for parameter estimation problems which are constrained by a system of ordinary differential equations. In particular, a local and global convergence analysis for the estimation with the Huber estimator is given. For comparison, numerical results are given for an estimation with this estimator and both l 1 estimation and the least squares approach for a parameter estimation problem for a chemical process.


Line Search Strict Complementarity Parameter Estimation Problem Exact Penalty Function Partition Constant 
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Copyright information

© Springer-Verlag Berlin Heidelberg 2012

Authors and Affiliations

  1. 1.Department of Mathematics and Computer ScienceUniversity of MarburgMarburgGermany

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