Consistency property of extended least-squares parameter estimation for stochastic diffusion equation

DOI10.1016/S0167-6911(98)00027-9zbMath0909.93073OpenAlexW2012330928MaRDI QIDQ1275149

K. Appert

Publication date: 12 January 1999

Published in: Systems \& Control Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0167-6911(98)00027-9

zbMATH Keywords

parameter identificationconsistent estimateextended least-squares estimateheat diffusion coefficientstochastic heat diffusion equation

Mathematics Subject Classification ID

Control/observation systems governed by partial differential equations (93C20) Least squares and related methods for stochastic control systems (93E24) Identification in stochastic control theory (93E12)

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• On minimum-contrast estimation for hilbert space-valued stochastic differential equations
• Regularized Maximum Likelihood Estimate for an Infinite-Dimensional Parameter in Stochastic Parabolic Systems
• Adaptive Control via a Simple Switching Algorithm

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