Parameter identification in infinte dimensional linear systems
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Publication:3329340
DOI10.1080/17442508408833301zbMath0541.93072OpenAlexW1504367422MaRDI QIDQ3329340
Vivek S. Borkar, Arunabha Bagchi
Publication date: 1984
Published in: Stochastics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/17442508408833301
Foundations and philosophical topics in statistics (62A01) Linear systems in control theory (93C05) Identification in stochastic control theory (93E12) Control/observation systems in abstract spaces (93C25)
Related Items (11)
Maximum likelihood estimate for discontinuous parameter in stochastic hyperbolic systems ⋮ Fixed-gain estimation in continuous time ⋮ On asymptotic properties of maximum likelihood estimators for parabolic stochastic PDE's ⋮ Parameter identification in linear stochastic differential equations ⋮ Parameter estimation in diagonalizable bilinear stochastic parabolic equations ⋮ Parameter estimation in linear filtering ⋮ Parameter identification for hyperbolic stochastic systems ⋮ Identification of a Markovian system with observations corrupted by a fractional Brownian motion ⋮ Infinite dimensional parameter identification for stochastic parabolic systems ⋮ Spectral asymptotics of some functionals arising in statistical inference for SPDEs ⋮ Joint Online Parameter Estimation and Optimal Sensor Placement for the Partially Observed Stochastic Advection-Diffusion Equation
Cites Work
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- Identification and model approximation for continuous-time systems on finite parameter sets
- Local behaviour of hilbert space valued stochastic integrals and the continuity of mild solutions of stochastic evolution equations
- A submartingale type inequality with applicatinos to stochastic evolution equations
- Parameter estimation in continuous-time stochastic processes
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