• DocumentCode
    2091148
  • Title

    Regularized maximum likelihood estimate for infinite dimensional parameter in stochastic parabolic systems

  • Author

    Aihara, Shin Ichi

  • Author_Institution
    Dept. of Electr. Eng., Sci. Univ., Tokyo, Japan
  • fYear
    1989
  • fDate
    13-15 Dec 1989
  • Firstpage
    2586
  • Abstract
    A previous study by S.I. Aihara and Y. Sunahara (SIAM J. Control Optim., vol.26, p.1062-75, 1988), in which necessary conditions for the maximum likelihood estimation (MLE) of an infinite dimensional parameter for stochastic parabolic systems were derived, is continued. An algorithm for seeking one of solutions that satisfy the necessary conditions with the aid of a regularization technique is constructed
  • Keywords
    distributed parameter systems; parameter estimation; stochastic systems; distributed parameter systems; infinite dimensional parameter; maximum likelihood estimate; parameter estimation; regularization technique; stochastic parabolic systems; Additive white noise; Costs; Equations; Maximum likelihood estimation; Stochastic processes; Stochastic resonance; Stochastic systems;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Decision and Control, 1989., Proceedings of the 28th IEEE Conference on
  • Conference_Location
    Tampa, FL
  • Type

    conf

  • DOI
    10.1109/CDC.1989.70646
  • Filename
    70646
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=2091148