Abstract
This paper is concerned with the state and free boundary estimation problem of distributed parameter systems with stochastic free boundary.
First, the mathematical model of stochastic distributed parameter system is formulated by the stochastic variational inequality of evolution in Hilbert space and, furthermore, the existence theorem of the solution is established.
Secondly, both the state and free boundary estimation equations are derived by using the martingale and innovation approaches.
Finally, for the purpose of interpreting the general theory, procedures to obtain sample runs of the state and free boundary estimates are explained with digital simulation results.
