NONLINEAR SMOOTHING FOR RANDOM-FIELDS

被引：1

作者：

AIHARA, SI ^{[1
]}

BAGCHI, A ^{[1
]}

机构：

[1] UNIV TWENTE,FAC APPL MATH,7500 AE ENSCHEDE,NETHERLANDS

来源：

STOCHASTIC PROCESSES AND THEIR APPLICATIONS | 1995年 / 55卷 / 01期

关键词：

STOCHASTIC NONLINEAR ELLIPTIC EQUATION; SMOOTHING; FINITELY ADDITIVE WHITE NOISE; MAXIMUM LIKELIHOOD ESTIMATE;

D O I：

10.1016/0304-4149(95)91545-C

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

Stochastic nonlinear elliptic partial differential equations with white noise disturbances are studied in the countably additive measure set up. Introducing the Onsager-Machlup function to the system model, the smoothing problem for maximizing the modified likelihood functional is solved and the explicit form of nonlinear smoother is presented in the finitely additive observation noise set up.

引用

页码：143 / 158

页数：16

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