Title :
Parameter identification in infinite dimensional linear systems
Author :
Bagchi, A. ; Borkar, V.
Author_Institution :
Twente University of Technology, Enschede, The Netherlands
Abstract :
Parameter identification is studied for infinite dimensional linear systems. An almost sure characterization of sample path-wise limit sets of maximum likelihood estimates is given.
Keywords :
Covariance matrix; Equations; Hilbert space; Linear systems; Mathematics; Maximum likelihood estimation; Parameter estimation; Signal processing; Steady-state; Stochastic systems;
Conference_Titel :
Decision and Control including the Symposium on Adaptive Processes, 1981 20th IEEE Conference on
Conference_Location :
San Diego, CA, USA
DOI :
10.1109/CDC.1981.269443
