CONSISTENCY PROPERTY OF EXTENDED LEAST-SQUARES PARAMETER-ESTIMATION FOR STOCHASTIC DIFFUSION EQUATION

Authors
AIHARA S
Citation
S. Aihara, CONSISTENCY PROPERTY OF EXTENDED LEAST-SQUARES PARAMETER-ESTIMATION FOR STOCHASTIC DIFFUSION EQUATION, Systems & control letters, 34(5), 1998, pp. 249-256
Citations number
12
Categorie Soggetti
Robotics & Automatic Control","Operatione Research & Management Science","Robotics & Automatic Control","Operatione Research & Management Science
Journal title
Systems & control letters → ACNP
ISSN journal
01676911
Volume
34
Issue
5
Year of publication
1998
Pages
249 - 256
Database
ISI
SICI code
0167-6911(1998)34:5<249:CPOELP>2.0.ZU;2-N
Abstract
The extended least-squares parameter estimate for stochastic heat diff usion equations is considered. The unknown parameter is a heat diffusi on coefficient which is a function of a spatial variable. Almost sure convergence for the estimated parameter is proved. A numerical example is demonstrated for supporting the theoretical results developed here . (C) 1998 Elsevier Science B.V. All rights reserved.