Parameter estimation for partially observed nonlinear stochastic system
by Chao Wei; Chaobing He
International Journal of Computing Science and Mathematics (IJCSM), Vol. 10, No. 2, 2019

Abstract: This paper is concerned with the parameter estimation problem for partially observed nonlinear stochastic system. The suboptimal estimation of the state is obtained by constructing the extended Kalman filtering equation. The likelihood function is provided based on state estimation equation. The strong consistency of the estimator is proved by applying maximal inequality for martingales, Borel-Cantelli lemma and uniform ergodic theorem. An example is provided to verify the effectiveness of the method.

Online publication date: Tue, 02-Apr-2019

The full text of this article is only available to individual subscribers or to users at subscribing institutions.

 
Existing subscribers:
Go to Inderscience Online Journals to access the Full Text of this article.

Pay per view:
If you are not a subscriber and you just want to read the full contents of this article, buy online access here.

Complimentary Subscribers, Editors or Members of the Editorial Board of the International Journal of Computing Science and Mathematics (IJCSM):
Login with your Inderscience username and password:

Username:        Password:          Forgotten your password?

Want to subscribe?
A subscription gives you complete access to all articles in the current issue, as well as to all articles in the previous three years (where applicable). See our Orders page to subscribe.

If you still need assistance, please email subs@inderscience.com