Identification of an Infinite-Dimensional Parameter for Stochastic Diffusion Equations

DOI10.1137/0326058zbMath0667.93061OpenAlexW2140460000MaRDI QIDQ3820484

Yoshifumi Sunahara, S. I. Aihara

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

Maximum likelihood estimationconsistent estimatestochastic parabolic partial differential equationspatially dependent parametersKalman filter in Hilbert space

Mathematics Subject Classification ID

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

Related Items (7)

Asymptotic analysis of a kernel estimator for parabolic SPDE's with time-dependent coefficients. ⋮ Maximum likelihood estimate for discontinuous parameter in stochastic hyperbolic systems ⋮ Statistical inference for SPDEs: an overview ⋮ Nonparametric estimation for linear SPDEs from local measurements ⋮ Infinite dimensional parameter identification for stochastic parabolic systems ⋮ 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

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