{"entities":{"Q2205066":{"pageid":2215809,"ns":120,"title":"Item:Q2205066","lastrevid":53847557,"modified":"2026-01-25T19:57:40Z","type":"item","id":"Q2205066","labels":{"en":{"language":"en","value":"Parameter estimation for partially observed linear stochastic system"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 7262404"}},"aliases":{},"claims":{"P31":[{"mainsnak":{"snaktype":"value","property":"P31","hash":"fd5912e4dab4b881a8eb0eb27e7893fef55176ad","datavalue":{"value":{"entity-type":"item","numeric-id":56887,"id":"Q56887"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2205066$9D64577E-D36B-40A5-A9AF-43B4C5143B5A","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"9ed843c0130d8195cbf7b855f2c1451cabd7e935","datavalue":{"value":{"text":"Parameter estimation for partially observed linear stochastic system","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q2205066$E552355B-C79C-4F1B-BD0D-B53D5AEC5DEB","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"a00d6e4338114b34b0bd2a1796606daff52efbf0","datavalue":{"value":"1458.93247","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2205066$90760051-5C7F-44F9-B4DE-9F693D78A74C","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"df373cebd89c58cbaf0d3503d13200152e937295","datavalue":{"value":{"entity-type":"item","numeric-id":318350,"id":"Q318350"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2205066$0D3007D3-4D60-40F8-8EE4-154A8330A254","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"08904a7410b5f731fa63153720439160d216b374","datavalue":{"value":{"entity-type":"item","numeric-id":548461,"id":"Q548461"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2205066$896155AD-B035-4237-A21D-681A508D0DC3","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"d408ba8ad01c9186edaaf432f84bedb5d9fa5980","datavalue":{"value":{"time":"+2020-10-20T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q2205066$1BCE7131-DA51-4F39-90AA-58283B73391D","rank":"normal"}],"P1448":[{"mainsnak":{"snaktype":"value","property":"P1448","hash":"e6105a21f80b3dc8a4dcb887888f596b7ba24306","datavalue":{"value":"Summary: This paper is concerned with the problem of parameter estimation for a partially observed linear stochastic system. The state estimator is obtained by using the continuous-time Kalman linear filtering theory. The likelihood function is given based on the innovation theorem and Girsanov theorem, the parameter estimator and error of estimation are derived. The strong consistency of the parameter estimator and the asymptotic normality of the error of estimation are proved by applying ergodic theorem, maximal inequality for martingale, Borel-Cantelli lemma and the central limit theorem for stochastic integrals.","type":"string"},"datatype":"string"},"type":"statement","id":"Q2205066$30827885-504D-42C7-8C7B-D0E82B2567BE","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"508f766b7e9c2eeaec5efc12a64dc8db1872dec8","datavalue":{"value":"93E10","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2205066$DAAC0CAC-5483-47CD-B10E-5847A2599FFB","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"19887720c9f9a189dd61bc85aa051ea9f0a2325d","datavalue":{"value":"93E11","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2205066$74CCA20B-F5B8-4E73-A636-E03812A44BED","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"dbba85562facd3e546df50a87515dddbb3dae27e","datavalue":{"value":"93C05","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2205066$CF965269-3916-4573-8A51-33C6DB5633A5","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"78d023d3ce7590c046b7fb3fadbc28e8b05cf934","datavalue":{"value":"7262404","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2205066$67DB826A-A395-4ECC-8FD7-C464B5155F48","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"6cd19b0517e95a1095aa0b6711a2d5891abf61d1","datavalue":{"value":"linear stochastic system","type":"string"},"datatype":"string"},"type":"statement","id":"Q2205066$E4D0ACC8-C2FD-4E33-AF0C-5E05D9F2EEBA","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"817e45301597af6866d624fead98c533d6db6dcc","datavalue":{"value":"parameter estimation","type":"string"},"datatype":"string"},"type":"statement","id":"Q2205066$8EDFC4F8-88C7-4FE0-B021-5A20B8D2A76E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"31017a2c3b098372f149724ca00c3018ff8602d5","datavalue":{"value":"state estimation","type":"string"},"datatype":"string"},"type":"statement","id":"Q2205066$58275194-61B3-4079-81A9-15CD433E06E9","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"a7b94a43f1b8df8bb7f01e9f8f2e398523b26419","datavalue":{"value":"strong consistency","type":"string"},"datatype":"string"},"type":"statement","id":"Q2205066$F86B5A57-C5E7-4D81-88FC-EA05D975AAFF","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"fdd4163f74d4d9a5878ff08343fde0db92bb9bae","datavalue":{"value":"asymptotic normality","type":"string"},"datatype":"string"},"type":"statement","id":"Q2205066$5EC80E84-1143-44AE-B535-14AF2A128CE0","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"81b8ed5dc4356cdff4a575bc1d8fb9283244173f","datavalue":{"value":"incomplete observation","type":"string"},"datatype":"string"},"type":"statement","id":"Q2205066$78C5D714-1168-4A7D-9E1A-4609763FCA15","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"c2f7a2d8a09435f07477c37cd30dca31d790c56f","datavalue":{"value":"operational research","type":"string"},"datatype":"string"},"type":"statement","id":"Q2205066$41B10352-B439-41E7-ADAE-81E7F43D8A1E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"13b93ebbaa6d4e201d2f7c15064ef10645b36ae8","datavalue":{"value":"Kalman linear filtering","type":"string"},"datatype":"string"},"type":"statement","id":"Q2205066$325AE0C0-24E8-4F48-8F3E-DB8377A27888","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"0a32a6caddd9286a522af6d50accfdd384fdf61e","datavalue":{"value":"error of estimation","type":"string"},"datatype":"string"},"type":"statement","id":"Q2205066$97E85648-894E-40ED-A80C-6B7BA93170C7","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"b90f94d571f028513e5b9e6e161c20c4fa6a4785","datavalue":{"value":"likelihood function","type":"string"},"datatype":"string"},"type":"statement","id":"Q2205066$0A586594-3673-4202-B71D-0DAD1F1F125C","rank":"normal"}],"P1460":[{"mainsnak":{"snaktype":"value","property":"P1460","hash":"57f7fea50d2ce1b39b695c4a1313582eed405e38","datavalue":{"value":{"entity-type":"item","numeric-id":5976449,"id":"Q5976449"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2205066$FBEBF137-ECDF-4A80-8945-696F371F9A9C","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"61cbb66ce2ab296e9da79ae31d6287d8310c45a3","datavalue":{"value":{"entity-type":"item","numeric-id":2224350,"id":"Q2224350"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"a269e7c71ec8056ecfd4d6a8aa41b60da91e8615","datavalue":{"value":{"amount":"+0.9333102107048036","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2205066$7DAF138E-3FFC-4823-AFE5-EA9A841497E2","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"bdb0618226a4219ae61738dd17fa46f0e3d8e5ec","datavalue":{"value":{"entity-type":"item","numeric-id":4985861,"id":"Q4985861"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"9fe570199c740f0ed0a19d496e46b6c5a3df7991","datavalue":{"value":{"amount":"+0.9167333841323853","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2205066$04599BD0-F9D6-493C-9C41-41DC61DB8B3E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"aae48b0f13c764c372207da33d842d9c19ee8d86","datavalue":{"value":{"entity-type":"item","numeric-id":1182763,"id":"Q1182763"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"a9710869c8814025411c164a9817eb21ee204a73","datavalue":{"value":{"amount":"+0.8597658276557922","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2205066$E645C1AE-8E10-4ED1-96DE-99A6D95508E3","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"729675d8e4a28e1fe391a17dfd01d71ec2d3030e","datavalue":{"value":{"entity-type":"item","numeric-id":1085933,"id":"Q1085933"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"3a447d04266ae5995efb1a59ac0d32d8327d1e2e","datavalue":{"value":{"amount":"+0.8586305379867554","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2205066$A7A3D81E-6292-4D77-A056-395F2384DBDF","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"2c709865dee9ad4b59ca84adf6c29e2daf858e9b","datavalue":{"value":{"entity-type":"item","numeric-id":427490,"id":"Q427490"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"a0d6611c31339e74caaaedd5372aab85cdbcf118","datavalue":{"value":{"amount":"+0.8546157479286194","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2205066$6983B4A2-1157-43C6-B063-FDFEB1B2EF5C","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Publication:2205066","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Publication:2205066"}}}}}