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Characterization of hysteresis processes

✍ Scribed by Ikhouane, Fayçal


Book ID
120658289
Publisher
Springer
Year
2012
Tongue
English
Weight
527 KB
Volume
25
Category
Article
ISSN
0932-4194

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A threshold estimation problem for proce
✍ Mark Freidlin; Ruth Pfeiffer 📂 Article 📅 1998 🏛 Elsevier Science 🌐 English ⚖ 514 KB

We consider a system with hysteresis: the motion of a particle is governed by one of two stochastic differential equations depending on which of two thresholds 0 and xl,x] >0 was crossed last. Using observations of the process over a fixed time interval we construct the maximum likelihood estimator