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  • 1
    Digitale Medien
    Digitale Medien
    Springer
    Applied mathematics & optimization 32 (1995), S. 47-72 
    ISSN: 1432-0606
    Schlagwort(e): Parameter estimation ; Nonlinear filtering ; Large deviations ; 62F12 ; 93E10 ; 93E11 ; 60F10
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Mathematik
    Notizen: Abstract In this paper we provide a consistency result for the MLE for partially observed diffusion processes with small noise intensities. We prove that if the underlying deterministic system enjoys an identifiability property, then any MLE is close to the true parameter if the noise intensities are small enough. The proof uses large deviations limits obtained by PDE vanishing viscosity methods. A deterministic method of parameter estimation is formulated. We also specialize our results to a binary detection problem, and compare deterministic and stochastic notions of identifiability.
    Materialart: Digitale Medien
    Bibliothek Standort Signatur Band/Heft/Jahr Verfügbarkeit
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  • 2
    facet.materialart.
    Unbekannt
    London : Periodicals Archive Online (PAO)
    Journal of theological studies. 28 (1927) 337 
    Bibliothek Standort Signatur Band/Heft/Jahr Verfügbarkeit
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  • 3
    facet.materialart.
    Unbekannt
    London : Periodicals Archive Online (PAO)
    Journal of theological studies. 30 (1929) 51 
    ISSN: 0022-5185
    Thema: Theologie und Religionswissenschaft
    Notizen: NOTES AND STUDIES
    Bibliothek Standort Signatur Band/Heft/Jahr Verfügbarkeit
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  • 4
    Digitale Medien
    Digitale Medien
    Springer
    Applied mathematics & optimization 34 (1996), S. 37-50 
    ISSN: 1432-0606
    Schlagwort(e): Risk-sensitive stochastic optimal control ; Finite-dimensional filters ; Hidden Markov models ; Viscosity solutions ; 93E20 ; 93E11 ; 49L25
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Mathematik
    Notizen: Abstract In this paper the optimal control of a continuous-time hidden Markov model is discussed. The risk-sensitive problem involves a cost function which has an exponential form and a risk parameter, and is solved by defining an appropriate information state and dynamic programming. As the risk parameter tends to zero, the classical risk-neutral optimal control problem is recovered. The limits are proved using viscosity solution methods.
    Materialart: Digitale Medien
    Bibliothek Standort Signatur Band/Heft/Jahr Verfügbarkeit
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  • 5
    Digitale Medien
    Digitale Medien
    Springer
    Polar biology 15 (1995), S. 555-567 
    ISSN: 1432-2056
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Biologie
    Notizen: Abstract The planktonic community of 20 melt ponds on the McMurdo Ice Shelf was investigated to determine taxa abundance and diversity and the controlling environmental variables. Grazing rates were measured using fluorescent beads to examine trophic interactions between ciliates, bacteria and phytoplankton. The melt ponds contained a surprisingly varied planktonic community with relatively high abundance compared with Antarctic continental lakes. There was a clear distinction between small, productive ponds dominated by bactivorous small ciliates, hymenostomes and heterotrophic cryptophytes and the larger, less productive ponds where these taxa were less abundant. The benthic mats of cyanobacteria and diatoms were potentially a source of food for some ciliate species but the majority were bacterivores. The lack of large herbivorous ciliates, the heterotrophic capabilities of cryptophytes and the broad ecological tolerances contributed to a planktonic community dominated by cryptophytes.
    Materialart: Digitale Medien
    Bibliothek Standort Signatur Band/Heft/Jahr Verfügbarkeit
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  • 6
    Digitale Medien
    Digitale Medien
    Springer
    Biodiversity and conservation 5 (1996), S. 1451-1471 
    ISSN: 1572-9710
    Schlagwort(e): algae ; Antarctica; cyanobacteria ; freshwater ; limnology ; microbial ; polar ; protozoa
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Biologie
    Notizen: The Ross Sea Sector (RSS) of Antarcticallies between the lines of longitude 150°E and 150°W and contains diverse landscapes with a variety of lakes, ponds and streams. Neither insects nor crustacean species have been recorded in these ecosystems but most contain planktonic and/or benthic communities that are composed exclusively of microscopic organisms. Microbial brodiversity is low with a small number of species (e.g. filamentous cyanobacteria of the family Oscillatoriaceae) occurring under a broad range of environmental conditions throughout the region. There is no evidence to date of microbial endemism in the RSS; however, there is a need to apply molecular and cellular techniques to compare biodiversity and genetic characteristics with assemblages elsewhere in Antarctica and with comparable communities in the north polar zone. A series of hypotheses are advanced to help guide further work. These derive from the conclusion that environmental extremes plus biogeographical isolation control the biodiversity of RSS communities, and that biological interactions (competition, grazing, predation, parasitism) are weak and play a minor role by comparison with temperate latitude ecosystems.
    Materialart: Digitale Medien
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  • 7
    Digitale Medien
    Digitale Medien
    Springer
    Mathematics of control, signals, and systems 8 (1995), S. 199-221 
    ISSN: 1435-568X
    Schlagwort(e): Risk-sensitive stochastic control ; NonlinearH ∞ control ; Asymptotic analysis
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Elektrotechnik, Elektronik, Nachrichtentechnik , Mathematik , Technik allgemein
    Notizen: Abstract In this paper we study two measures of the “size” of systems, namely, the so-calledH 2 and H∞ norms. These measures are important tools for determining the influence of disturbances on performance. We show that the risk-sensitive index on an infinite time horizon contains detailed information concerning these measures, via small noise and small risk limits.
    Materialart: Digitale Medien
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