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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

 

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