Optimal Parameter Trajectory Estimation in Parameterized SDEs: An Algorithmic Procedure Shalabh Bhatnagar Department of Computer Science and Automation, Indian Institute of Science, Bangalore 560 012, India. E-Mail: shalabh@csa.iisc.ernet.in Karmeshu School of Computer and Systems Sciences Jawaharlal Nehru University New Delhi 110 067, India. E-Mail: karmeshu@mail.jnu.ac.in and Vivek Kumar Mishra Department of Computer Science and Automation, Indian Institute of Science, Bangalore 560 012, India. E-Mail: mishra@csa.iisc.ernet.in January 28, 2008 1