Maximum likelihood estimation of stochastic chaos representations from experimental data

International Journal for Numerical Methods in Engineering

Volumn 66, Issue 6, 2006, Pages 978-1001

  Desceliers, Christophe ^a   Ghanem, Roger ^b   Soize, Christian ^a  

^a UNIVERSITÉ GUSTAVE EIFFEL   (France)

^b UNIVERSITY OF SOUTHERN CALIFORNIA   (United States)

Author keywords

Estimation of chaos coefficients; Stochastic estimation; Stochastic inverse analysis; Stochastic systems

Indexed keywords

BOUNDARY VALUE PROBLEMS; FINITE ELEMENT METHOD; INVERSE PROBLEMS; MATHEMATICAL MODELS; MAXIMUM LIKELIHOOD ESTIMATION; OPTIMIZATION; POLYNOMIALS; PROBABILITY;

CHAOS COEFFICIENTS; POLYNOMIAL CHAOS REPRESENTATION; STOCHASTIC ESTIMATION; STOCHASTIC INVERSE ANALYSIS; STOCHASTIC SYSTEMS;

RANDOM PROCESSES;

BOUNDARY VALUE PROBLEMS; FINITE ELEMENT METHOD; INVERSE PROBLEMS; MATHEMATICAL MODELS; MAXIMUM LIKELIHOOD ESTIMATION; OPTIMIZATION; POLYNOMIALS; PROBABILITY; RANDOM PROCESSES;

EID: 33646514831     PISSN: 00295981     EISSN: 10970207     Source Type: Journal    
DOI: 10.1002/nme.1576     Document Type: Article

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