Parameter identification for hyperbolic stochastic systems

Aihara, Shin Ichi and Bagchi, Arunabha (1991) Parameter identification for hyperbolic stochastic systems. Journal of Mathematical Analysis and Applications, 160 (2). pp. 485-499. ISSN 0022-247X

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Abstract:	Parameter identification is studied for hyperbolic stochastic systems. Explicit sufficient conditions ensuring consistency of the maximum likelihood estimate are given.
Item Type:	Article
Copyright:	© 1991 Elsevier Science
Faculty:	Electrical Engineering, Mathematics and Computer Science (EEMCS)
Research Group:	Stochastic Systems and Signals (SST)
Link to this item:	http://purl.utwente.nl/publications/29958
Official URL:	http://dx.doi.org/10.1016/0022-247X(91)90321-P
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Metis ID: 140592