PARAMETER-IDENTIFICATION FOR HYPERBOLIC STOCHASTIC-SYSTEMS

被引:4
作者
AIHARA, SI [1 ]
BAGCHI, A [1 ]
机构
[1] TWENTE UNIV TECHNOL,DEPT APPL MATH,7500 AE ENSCHEDE,NETHERLANDS
关键词
D O I
10.1016/0022-247X(91)90321-P
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
Parameter identification is studied for hyperbolic stochastic systems. Explicit sufficient conditions ensuring consistency of the maximum likelihood estimate are given. © 1991.
引用
收藏
页码:485 / 499
页数:15
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