Approximate maximum likelihood parameter estimates for stochastic distributed parameter systems

被引：0

作者：

Leland, R

机构：

来源：

PROCEEDINGS OF THE 1997 AMERICAN CONTROL CONFERENCE, VOLS 1-6 | 1997年

关键词：

D O I：

暂无

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 describe a fast method to calculate maximum likelihood parameter estimates for stochastic distributed parameter systems from sampled data. We characterize the observations by an approximate one step predictor that uses a fixed number of past observations, and its error covariance. From these we calculate the log-likelihood functional, and find the estimate by iterative search. Estimators for an integral equation and two heat equations driven by white noise are derived and simulated.

引用

页码：3693 / 3697

页数：5

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