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Clairon et al., 2020 - Google Patents

Optimal control for estimation in partially observed elliptic and hypoelliptic linear stochastic differential equations

Clairon et al., 2020

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Document ID
5729605439722872331
Author
Clairon Q
Samson A
Publication year
Publication venue
Statistical Inference for Stochastic Processes

External Links

Snippet

Multi-dimensional stochastic differential equations (SDEs) are a powerful tool to describe dynamics of phenomena that change over time. We focus on the parametric estimation of such SDEs based on partial observations when only a one-dimensional component of the …
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Classifications

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    • G06F17/00—Digital computing or data processing equipment or methods, specially adapted for specific functions
    • G06F17/10—Complex mathematical operations
    • G06F17/11—Complex mathematical operations for solving equations, e.g. nonlinear equations, general mathematical optimization problems
    • G06F17/13—Differential equations
    • G—PHYSICS
    • G06—COMPUTING; CALCULATING; COUNTING
    • G06F—ELECTRICAL DIGITAL DATA PROCESSING
    • G06F17/00—Digital computing or data processing equipment or methods, specially adapted for specific functions
    • G06F17/50—Computer-aided design
    • G06F17/5009—Computer-aided design using simulation
    • G06F17/5036—Computer-aided design using simulation for analog modelling, e.g. for circuits, spice programme, direct methods, relaxation methods
    • G—PHYSICS
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    • G—PHYSICS
    • G06—COMPUTING; CALCULATING; COUNTING
    • G06N—COMPUTER SYSTEMS BASED ON SPECIFIC COMPUTATIONAL MODELS
    • G06N3/00—Computer systems based on biological models
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    • G06N3/0635—Physical realisation, i.e. hardware implementation of neural networks, neurons or parts of neurons using electronic means using analogue means
    • G—PHYSICS
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    • G06N5/00—Computer systems utilising knowledge based models
    • G06N5/04—Inference methods or devices
    • G—PHYSICS
    • G06—COMPUTING; CALCULATING; COUNTING
    • G06F—ELECTRICAL DIGITAL DATA PROCESSING
    • G06F17/00—Digital computing or data processing equipment or methods, specially adapted for specific functions
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    • G—PHYSICS
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    • G05B13/00—Adaptive control systems, i.e. systems automatically adjusting themselves to have a performance which is optimum according to some preassigned criterion
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    • G05B13/04—Adaptive control systems, i.e. systems automatically adjusting themselves to have a performance which is optimum according to some preassigned criterion electric involving the use of models or simulators
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    • G05B13/027—Adaptive control systems, i.e. systems automatically adjusting themselves to have a performance which is optimum according to some preassigned criterion electric the criterion being a learning criterion using neural networks only

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