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            <title xml:lang="en">Successive Approximation of Nonlinear Confidence Regions (SANCR)</title>
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                <forename type="first">Thomas</forename>
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                <title xml:lang="en">Successive Approximation of Nonlinear Confidence Regions (SANCR)</title>
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                    <forename type="first">Thomas</forename>
                    <surname>Carraro</surname>
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                    <forename type="first">Vladislav</forename>
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                  <title>27th IFIP Conference on System Modeling and Optimization (CSMO)</title>
                  <date type="start">2015-06-29</date>
                  <date type="end">2015-07-03</date>
                  <settlement>Sophia Antipolis</settlement>
                  <country key="FR">France</country>
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                <editor>Lorena Bociu</editor>
                <editor>Jean-Antoine Désidéri</editor>
                <editor>Abderrahmane Habbal</editor>
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                <term xml:lang="en">Differential equations</term>
                <term xml:lang="en">Covariance matrix</term>
                <term xml:lang="en">Nonlinear confidence region</term>
                <term xml:lang="en">Parameter estimation</term>
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              <p>In parameter estimation problems an important issue is the approximation of the confidence region of the estimated parameters. Especially for models based on differential equations, the needed computational costs require particular attention. For this reason, in many cases only linearized confidence regions are used. However, despite the low computational cost of the linearized confidence regions, their accuracy is often limited. To combine high accuracy and low computational costs, we have developed a method that uses only successive linearizations in the vicinity of an estimator. To accelerate the process, a principal axis decomposition of the covariance matrix of the parameters is employed. A numerical example illustrates the method.</p>
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