Filtering then-dimensional logistic growth model
作者:
Peter L. Antonelli,
期刊:
Stochastic Analysis and Applications
(Taylor Available online 1990)
卷期:
Volume 8,
issue 3
页码: 263-292
ISSN:0736-2994
年代: 1990
DOI:10.1080/07362999008809209
出版商: Marcel Dekker, Inc.
数据来源: Taylor
摘要:
Following a detailed discussion of the linear Kalman–Bucy filter for the l–dimensional case a description of Zakai nonlinear filtering of then-dimensional logistic is presented. Explicit formulas for thec∞-densities for least squares estimation of growth variables conditioned on continually updated community production or consumption records, are obtained. Application is made to a model of the myxomatosis disease in European wild rabbits and to a coral growth model with predation. Extensive use is made of the techniques of linear stochastic partial differential equations developed by H. Kunita, especially backward stochastic calculus and decomposition techniques
点击下载:
PDF (647KB)
返 回