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
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;
Conference_Titel :
Decision and Control, 1987. 26th IEEE Conference on
Conference_Location :
Los Angeles, California, USA
DOI :
10.1109/CDC.1987.272843
