Abstract
A method is presented for the parametric estimation of drift and diffusion coefficients for a Markov diffusion process simulating the behavior of a complicated mechanical system for use in computational procedures in intelligent data-acquisition systems.
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References
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Translated from Izmeritel’naya Tekhnika, No. 12, pp. 15–17, December, 2005.
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Lapsar’, A.P. Parametric estimation of local characteristics for Markov diffusion processes. Meas Tech 48, 1167–1170 (2005). https://doi.org/10.1007/s11018-006-0039-2
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DOI: https://doi.org/10.1007/s11018-006-0039-2