Parameter Estimation in Stochastic Differential Systems: Theory and Application

Author(s):  
A.V. BALAKRISHNAN
1988 ◽  
Vol 19 (5) ◽  
pp. 293-302 ◽  
Author(s):  
László Iritz

During the last two decades, advances in electronic engineering, hydrological modelling and systems theory have given considerable benefits to the hydrological forecast developments. Today several powerful adaptive techniques are available, which can improve the reliability of hydrological forecasting. One of these techniques is the self-tuning predictor based on an ARMA type model using direct parameter estimation by recursive least square algorithm. The selftuning predictor has been tested on the River Västerdalälven in Sweden.


2021 ◽  
Vol 29 (1) ◽  
pp. 131-149
Author(s):  
Thoan Do ◽  
Geoff Prince

Abstract We deal with the problem of determining the existence and uniqueness of Lagrangians for systems of n second order ordinary differential equations. A number of recent theorems are presented, using exterior differential systems theory (EDS). In particular, we indicate how to generalise Jesse Douglas’s famous solution for n = 2. We then examine a new class of solutions in arbitrary dimension n and give some non-trivial examples in dimension 3.


Optimization ◽  
1976 ◽  
Vol 7 (5) ◽  
pp. 665-672
Author(s):  
H. Burke ◽  
C. Hennig ◽  
W H. Schmidt

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