Adaptive step-size selection for state-space probabilistic differential equation solvers.
Oksana A. ChkrebtiiDavid A. CampbellPublished in: Stat. Comput. (2019)
Keyphrases
- step size
- differential equations
- dynamical systems
- state space
- variable step size
- adaptive filter
- cost function
- convergence rate
- convergence speed
- initial conditions
- least mean square
- ordinary differential equations
- boundary value problem
- numerical solution
- numerical methods
- steepest descent method
- gradient method
- blind source separation
- continuous functions
- reinforcement learning
- difference equations
- quantization step
- partial differential equations
- search space
- runge kutta
- image processing
- particle filter
- search algorithm
- neural network
- artificial neural networks
- real valued
- differential evolution
- dynamic programming