Regularized Maximum Likelihood Estimate for an Infinite-Dimensional Parameter in Stochastic Parabolic Systems

DOI10.1137/0330041zbMath0756.93077OpenAlexW2179655735MaRDI QIDQ4012451

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Publication date: 27 September 1992

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0330041

zbMATH Keywords

exampleadjoint equationstochastic parabolic systemsinfinite-dimensional parameter

Mathematics Subject Classification ID

Identification in stochastic control theory (93E12) Control/observation systems in abstract spaces (93C25)

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