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A Semigroup Approach to the Maximum Likelihood State Estimation of Stochastic Parabolic Systems

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Semigroups of Operators: Theory and Applications

Part of the book series: Progress in Nonlinear Differential Equations and Their Applications ((PNLDE,volume 42))

Abstract

We consider a stochastic parabolic partial differential equation with unknown boundary conditions. We provide a state-space formulation of the problem using the semigroup approach. Introducing the Onsager-Machlup functional, we can formulate the maximum likelihood state estimation problem. The derived estimator has a recursive form.

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References

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Author information

Authors and Affiliations

  1. Department of Management and Systems Science, The Science University of Tokyo, Suwa College, Toyohira, 5000-1, Chino, Nagano 391-02, Japan

    Shin Ichi Aihara

  2. Department of Applied Mathematics, Twente University, PO BOX 217, 7500AE, Enschede, The Netherlands

    Arunabha Bagchi

Authors
  1. Shin Ichi Aihara
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  2. Arunabha Bagchi
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Editor information

Editors and Affiliations

  1. Department of Electrical Engineering, UCLA m/c 951594, Los Angeles, 90095, CA, USA

    A. V. Balakrishnan

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© 2000 Springer Basel AG

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Aihara, S.I., Bagchi, A. (2000). A Semigroup Approach to the Maximum Likelihood State Estimation of Stochastic Parabolic Systems. In: Balakrishnan, A.V. (eds) Semigroups of Operators: Theory and Applications. Progress in Nonlinear Differential Equations and Their Applications, vol 42. Birkhäuser, Basel. https://doi.org/10.1007/978-3-0348-8417-4_1

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  • DOI: https://doi.org/10.1007/978-3-0348-8417-4_1

  • Publisher Name: Birkhäuser, Basel

  • Print ISBN: 978-3-0348-9558-3

  • Online ISBN: 978-3-0348-8417-4

  • eBook Packages: Springer Book Archive

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