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Finite-dimensional approach to estimation of functional parameters in a parabolic system

✍ Scribed by Kazushi Nakano; Ichiro Tsurumi; Setsuo Sagara

Publisher
Elsevier Science
Year
1990
Tongue
English
Weight
459 KB
Volume
32
Category
Article
ISSN
0378-4754

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✦ Synopsis

This paper deals with the problem of finite-dimensional estimation of functional parameters in a parabolic distributed system from the information theoretic viewpoints. A maximum likelihood estimator based on the Bayesian procedure is derived for overcoming the ill-posedness and its bias is evaluated. In addition, the order of the estimator is statistically selected by applying A Bayesian Information Criterion.

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