Boundary value processes: Estimation and identification

Recent results obtained for boundary value processes and the associated smoothing and identification problems are presented in this paper. Both lumped and distributed parameter models are considered. Some open problems are discussed and the fundamental mathematical difficulties that arise in studyin...

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Bibliographic Details
Published inComputers & mathematics with applications (1987) Vol. 19; no. 1; pp. 9 - 19
Main Author Bagchi, Arunabha
Format Journal Article
LanguageEnglish
Published Oxford Elsevier Ltd 1990
Elsevier
Subjects
Exact sciences and technology
Mathematics
Probability and statistics
Probability theory and stochastic processes
Sciences and techniques of general use
Stochastic analysis
Brownian motion
Elliptic equation
Boundary value problem
Differential equation
Consistent estimator
Smoothing
Likelihood ratio
Maximum likelihood
Vector equation
Stochastic equation
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Summary:Recent results obtained for boundary value processes and the associated smoothing and identification problems are presented in this paper. Both lumped and distributed parameter models are considered. Some open problems are discussed and the fundamental mathematical difficulties that arise in studying nonlinear extensions of the proposed models are mentioned.
ISSN:0898-1221
1873-7668
DOI:10.1016/0898-1221(90)90077-W