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 language | English |
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Pages (from-to) | 147-158 |
Number of pages | 12 |
Journal | SIAM journal on control and optimization |
Volume | 31 |
Issue number | 1 |
DOIs | |
Publication status | Published - 1993 |
Keywords
- METIS-140601
- IR-98441