Transactions of the Society of Instrument and Control Engineers
Online ISSN : 1883-8189
Print ISSN : 0453-4654
ISSN-L : 0453-4654
Maximum Likelihood Estimate for Discontinuous Parameter in Stochastic Parabolic Systems
ShinIchi AIHARA
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1994 Volume 30 Issue 6 Pages 644-650

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Abstract
The purpose of this paper is to study the identification problem of a spatially varying discontinuous parameter in stochastic diffusion equation.
In order to show the consistency property of M. L. E. for a discontinuous diffusion coefficient, we use the method of sieves, i. e., first the admissible class of unknown parameters is projected into a finite-dimensional space and next the convergence of the derived finite-dimensional M. L. E. to the infinite-dimensional M. L. E. is justified under some conditions.
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