• DocumentCode
    3090018
  • Title

    Identification of an infinite dimensional parameter for stochastic diffusion equation

  • Author

    Aihara, S.I. ; Sunahara, Y.

  • Author_Institution
    Kyoto Institute of Technology, Mastugasaki, Kyoto, Japan
  • Volume
    26
  • fYear
    1987
  • fDate
    9-11 Dec. 1987
  • Firstpage
    1895
  • Lastpage
    1896
  • Abstract
    The identification of an infinite dimensional unknown parameter for stochastic diffusion equations is considered. After showing sufficient conditions for the existence of the maximum likelihood estimate, the consistency property of the maximum likelihood estimate is also investigated.
  • Keywords
    Autocorrelation; Filtering; Maximum likelihood estimation; Motion estimation; Parameter estimation; Riccati equations; Stochastic processes; Stochastic systems; Sufficient conditions; Technological innovation;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Decision and Control, 1987. 26th IEEE Conference on
  • Conference_Location
    Los Angeles, California, USA
  • Type

    conf

  • DOI
    10.1109/CDC.1987.272843
  • Filename
    4049630
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=3090018