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For questions pertaining to methods to estimate input parameters based upon output data.
7
votes
Accepted
Inverse advection-diffusion problem, solving for a drift coefficient with experimental data?
There is another approach called the adjoint method, which is commonly used in inverse problems for PDE and which is quite easy to generalize to other problems. This is going to be long.
Your observa …
1
vote
Algorithm for finding initial conditions of differential equations given trajectory
As Christian Clason alluded to in his comment, you have reinvented the ensemble Kalman filter! The Kalman filter is an algorithm for estimating, from imperfect measurements, the true state of a system …