Nonlinear Parameter Estimation for Solution-Diffusion Models of Membrane Pervaporation

نویسندگان
چکیده

برای دانلود باید عضویت طلایی داشته باشید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Nonlinear parameter estimation for solution-diffusion models of membrane pervaporation.

An optimization-based procedure for estimating unknown parameters in solution-diffusion models of membrane pervaporation is presented. Permeation of two components through a polymer membrane is described by distinct solution and diffusion models. The solution model is based on a modified form of Flory-Huggins theory that accounts for interactions between the two penetrants. The diffusion model ...

متن کامل

Parameter estimation of diffusion models ∗

Parameter estimation problems of diffusion models are discussed. The problems of maximum likelihood estimation and model selections from continuous observations are illustrated through diffusion growth model which generalizes some classical ones.

متن کامل

Parameter estimation for nonlinear dynamical adjustment models

A recursive generalized least squares algorithm and a filtering based least squares algorithm are developed for input nonlinear dynamical adjustment models with memoryless nonlinear blocks followed by linear dynamical blocks. The basic idea is to use the filtering technique and to replace the unknown terms in the information vectors with their estimates. The simulation results show the performa...

متن کامل

Range-based Parameter Estimation in Diffusion Models

We study the behavior of the maximum, the minimum and the terminal value of time–homogeneous one–dimensional diffusions on finite time intervals. To begin with, we prove an existence result for the joint density by means of Malliavin calculus. Moreover, we derive expansions for the joint moments of the triplet (H,L,X) at time Delta w.r.t. Delta. Here, X stands for the underlying diffusion where...

متن کامل

Parameter estimation in nonlinear AR - GARCH models

This paper develops an asymptotic estimation theory for nonlinear autoregressive models with conditionally heteroskedastic errors. We consider a general nonlinear autoregression of order p (AR(p)) with the conditional variance specified as a general nonlinear first order generalized autoregressive conditional heteroskedasticity (GARCH(1,1)) model. We do not require the rescaled errors to be ind...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: Annals of the New York Academy of Sciences

سال: 2003

ISSN: 0077-8923,1749-6632

DOI: 10.1111/j.1749-6632.2003.tb06013.x