Identification of an Infinite-Dimensional Parameter for Stochastic Diffusion Equations

DOI10.1137/0326058MaRDI QIDQ3820484zbMATH OpenOpenAlexFDO

Authors S. I. Aihara, Yoshifumi Sunahara

Publication date 1988

Published in SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/0326058

zbMATH Keywords

consistent estimateKalman filter in Hilbert spaceMaximum likelihood estimationspatially dependent parametersstochastic parabolic partial differential equation

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Diffusion processes (60J60) Control/observation systems governed by partial differential equations (93C20) Estimation and detection in stochastic control theory (93E10) Identification in stochastic control theory (93E12)

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(14)

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