A Modified Multiple Shooting Algorithm for Parameter Estimation in ODEs Using Adjoint Sensitivity Analysis

作者：

Highlights：

• The multiple shooting algorithm is modified to use the adjoint method in calculating the directional derivatives.

• It is discussed that using adjoint method is a more stable and computationally efficient way of computing gradients.

• The algorithm is used to estimate the parameters of a two-dimensional system of Lotka-Volterra equations.

摘要

•The multiple shooting algorithm is modified to use the adjoint method in calculating the directional derivatives.•It is discussed that using adjoint method is a more stable and computationally efficient way of computing gradients.•The algorithm is used to estimate the parameters of a two-dimensional system of Lotka-Volterra equations.

论文关键词：Parameter estimation,Multiple shooting algorithm,Adjoint method

论文评审过程：Received 9 March 2020, Revised 28 June 2020, Accepted 23 August 2020, Available online 7 September 2020, Version of Record 7 September 2020.

论文官网地址：https://doi.org/10.1016/j.amc.2020.125644