Uncertain differential equation has become an important tool to deal with uncertain dynamic systems such as finance, control and medical fields. The paper aims to study the problem of estimating unknown parameters in uncertain differential equations (UDEs). Least-square method is introduced to estimate unknown parameters of a class of simple UDEs. Further, two least-square estimators of a simple UDE are obtained. The simulation results show that the proposed method is feasible for estimating unknown parameters of some UDEs.
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