Standard errors and confidence intervals in inverse problems: sensitivity and associated pitfalls
H. T. Banks, Stacey L. Ernstberger, Sarah Lynn Grove · Journal of Inverse and Ill-Posed Problems · 2007
We review the asymptotic theory for standard errors in classical ordinary least squares (OLS) inverse or parameter estimation problems involving general nonlinear dynamical systems where sensitivity matrices can be used to compute the asymptotic covariance matrices. We discuss possible pitfalls in computing standard errors in regions of low parameter sensitivity and/or near a steady state solution of the underlying dynamical system.