Identification of Differential Systems with Time-Varying Coefficients.

by Richard Ernest Bellman, Brian Gluss, R. Roth

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Consideration of 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 demonstrate the method. 20 pp. (See also RM-3482, RM-3601, RM-3812, RM-4266, RM-4269.)

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