Confidence Bands for Evolution Systems Described by Parameter-Dependent Analytic Semigroups

被引:0
|
作者
Liu, Haoxing [1 ]
Goldstein, Larry [1 ]
Luczak, Susan E. [2 ]
Rosen, I. G. [1 ]
机构
[1] Univ Southern Calif, Dept Math, Los Angeles, CA 90089 USA
[2] Univ Southern Calif, Dept Psychol, Los Angeles, CA 90089 USA
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中图分类号
TP [自动化技术、计算机技术];
学科分类号
0812 ;
摘要
We use the delta method and finite dimensional approximation to derive confidence bands for random parameter-dependent impulse response functions (IRF) and system outputs in the form of convolutions for evolution systems described by analytic semigroups of operators with regularly dissipative generators set in a Gelfand triple of Hilbert spaces. Central to our approach is the Fr ' echet derivative of the parameter-dependent analytic semigroup and the convergence of finite dimensional approximations to it. An example involving the biosensor measurement of transdermal alcohol resulting from blood alcohol is presented and numerical results are discussed.
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页码:125 / 132
页数:8
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