DocumentCode
700531
Title
Consistency of extended least square parameter estimate for stochastic distributed parameter systems
Author
Aihara, S.I.
Author_Institution
Suwa Coll., Sci. Univ. of Tokyo, Nagano, Japan
fYear
1997
fDate
1-7 July 1997
Firstpage
598
Lastpage
603
Abstract
The extended least square parameter estimate for stochastic heat diffusion equations is considered. The unknown parameter is a heat diffusion coefficient which is a function of a spatial variable. Almost sure convergence for the estimated parameter is proved. A numerical example is demonstrated for supporting the theoretical resluts developed here.
Keywords
distributed parameter systems; least squares approximations; parameter estimation; stochastic systems; extended least square parameter estimate; stochastic distributed parameter systems; stochastic heat diffusion equations; Europe; Consistent estimate; Extended least aquare estimate; stochastic parabolic systems;
fLanguage
English
Publisher
ieee
Conference_Titel
Control Conference (ECC), 1997 European
Conference_Location
Brussels
Print_ISBN
978-3-9524269-0-6
Type
conf
Filename
7082161
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