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
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;
Conference_Titel :
Decision and Control, 1989., Proceedings of the 28th IEEE Conference on
Conference_Location :
Tampa, FL
DOI :
10.1109/CDC.1989.70646
