• DocumentCode
    1608766
  • Title

    Estimation of parameters for stochastic differential equations with state dependent noise

  • Author

    Zane, Omar

  • Author_Institution
    Dept. of Math., Kansas Univ., Lawrence, KS, USA
  • Volume
    1
  • fYear
    1994
  • Firstpage
    745
  • Abstract
    The problem of estimation of parameters for a class of stochastic differential equations is studied. The estimators are known for the case in which there is continuous observation of the state, and are given in this paper for the case in which the state is observed only at discrete moments
  • Keywords
    differential equations; observers; parameter estimation; discrete moments; state dependent noise; stochastic differential equations; Convergence; Differential equations; Mathematics; Motion estimation; Parameter estimation; Snow; State estimation; Stochastic processes; Stochastic resonance; Stock markets;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Decision and Control, 1994., Proceedings of the 33rd IEEE Conference on
  • Conference_Location
    Lake Buena Vista, FL
  • Print_ISBN
    0-7803-1968-0
  • Type

    conf

  • DOI
    10.1109/CDC.1994.410864
  • Filename
    410864
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=1608766