Parameter identification for hyperbolic stochastic systems

DOI10.1016/0022-247X(91)90321-PzbMath0768.93074OpenAlexW2024791792MaRDI QIDQ1192547

Arunabha Bagchi, Shin Ichi Aihara

Publication date: 27 September 1992

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0022-247x(91)90321-p

zbMATH Keywords

parameter identificationmaximum likelihood estimatehyperbolic stochastic systems

Mathematics Subject Classification ID

Stochastic systems in control theory (general) (93E03) Control/observation systems governed by ordinary differential equations (93C15)

Related Items (5)

Maximum likelihood estimate for discontinuous parameter in stochastic hyperbolic systems ⋮ An identification problem for partially observed infinite dimensional linear stochastic systems ⋮ Consistency property of extended least-squares parameter estimation for stochastic diffusion equation ⋮ Joint Online Parameter Estimation and Optimal Sensor Placement for the Partially Observed Stochastic Advection-Diffusion Equation ⋮ Parameter estimation for controlled semilinear stochastic systems: Identifiability and consistency

Cites Work

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• Stability of stochastic partial differential equation
• Filtering of distributed parameter systems with pointwise disturbances
• Extending a theorem of A. M. Liapunov to Hilbert space
• Parameter identification in infinte dimensional linear systems
• Stability and Stabilizability of Infinite-Dimensional Systems
• Parameter estimation in continuous-time stochastic processes

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