On a Method for Parameter Identification of Stochastic Systems with Scanty Observations

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  • 僅少観測データによる確率システムのパラメータ同定

Abstract

Recognizing that the cost of telemetering observed data is getting remarkably expensive recently and that unexpected troubles in observation channels frequently occur, we have set twofold objective of this paper: (1) to present a feasible technique for system parameter identification under few observation data and (2) to derive systematic methods for the coupled scheme of system state and parameter estimation of stochastic systems under scanty data.<br>For the purpose of supporting the theoretical aspect developed here, results of simulation studies are also demonstrated.

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