Maximum Likelihood Estimator for Two-Point Boundary Value Process

ShinIchi Aihara, Arunabha Bagchi

    Research output: Contribution to journalArticleAcademicpeer-review

    Abstract

    The problem of identifying unknown parameters in two-point boundary value (TPBV) processes is studied. Using the explicit form of the likelihood functional, the conistency property of the maximum likelihood estimator is analyzed under a large number of independent experiments.
    Original languageEnglish
    Pages (from-to)147-158
    Number of pages12
    JournalSIAM journal on control and optimization
    Volume31
    Issue number1
    DOIs
    Publication statusPublished - 1993

    Keywords

    • METIS-140601
    • IR-98441

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