Statistical calibration between partial information systems

MaRDI QIDQ5503860zbMATH OpenFDO

Authors Jianhui Huang

Publication date 20 January 2009

Full work available at URL http://pphmj.com/abstract/3119.htm

zbMATH Keywords

additive white noiseBayes factorfilter ratiooptimal filteringpartial information systemstatistical calibration

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30) Bayesian problems; characterization of Bayes procedures (62C10) Bayesian inference (62F15) Markov processes: hypothesis testing (62M02) Inference from stochastic processes and prediction (62M20)

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