The Modellig of Noise Porcesses in Stochastic Differential Equations: Application to Biotechnological Processes

摘要

In recent years, there has been a growing awareness of the ill-definedness of biotechnological processes, in particular the uncertainties attached to their models. Since both white-box and black-box models have their disadvantages, a mix between both formalisms is desirable. This formalism consists of grey-box models. In continuous time grey-box models often are described by stochastic differential equations(SDE's). In contrast with the increasing popularity of using SDE's focus has rarely been upon the modelling of the noise characteristics. In this paper, a general framework in which the modelling of noise characteristics may proceed is presented. The framework will be illustrated by means of a practical biotechnological example.